103 citations · 640 across the 49 of their papers we have counts for
31 papers · 1 filter
On robust recovery of signals from indirect observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
We consider an uncertain linear inverse problem as follows. Given observation where and is observation noise, we want to re…
On Robust Recovery of Signals from Indirect Observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olm…
On Design of Polyhedral Estimates in Linear Inverse Problems
Anatoli Juditsky, Arkadi Nemirovski
Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observati…
Aggregating estimates by convex optimization
Anatoli Juditsky, Arkadi Nemirovski
We discuss the approach to estimate aggregation and adaptive estimation based upon (nearly optimal) testing of convex hypotheses. We show that in the situation where the observatio…
Convex Parameter Recovery for Interacting Marked Processes
Anatoli Juditsky, Arkadi Nemirovski, Liyan Xie +1
We introduce a new general modeling approach for multivariate discrete event data with categorical interacting marks, which we refer to as marked Bernoulli processes. In the propos…
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method
Anatoli Juditsky, Alexander Nazin, Arkadi Nemirovsky +1
We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For su…