103 citations · 640 across the 49 of their papers we have counts for
6 papers · 1 filter
Estimating Linear and Quadratic forms via Indirect Observations
Anatoli Juditsky, Arkadi Nemirovski
In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation…
Change Detection via Affine and Quadratic Detectors
Yang Cao, Vincent Guigues, Anatoli Juditsky +2
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testi…
Structure-Blind Signal Recovery
Dmitry Ostrovsky, Zaid Harchaoui, Anatoli Juditsky +1
We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linea…
Hypothesis Testing via Affine Detectors
Anatoli Juditsky, Arkadi Nemirovski
In this paper, we further develop the approach, originating in [GJN], to "computation-friendly" hypothesis testing via Convex Programming. Most of the existing results on hypothesi…
Near-Optimality of Linear Recovery in Gaussian Observation Scheme under -Loss
Anatoli Juditsky, Arkadi Nemirovski
We consider the problem of recovering linear image of a signal known to belong to a given convex compact set from indirect observation of corrupted by Ga…
Non-asymptotic confidence bounds for the optimal value of a stochastic program
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski
We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average…