58 citations · 78 across the 15 of their papers we have counts for
4 papers · 1 filter
Strong Gaussian Approximation for the Sum of Random Vectors
Nazar Buzun, Nikolay Shvetsov, Dmitry V. Dylov
This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{expli…
Gaussian approximation for penalized Wasserstein barycenters
Nazar Buzun
In this work we consider regularized Wasserstein barycenters (average in Wasserstein distance) in Fourier basis. We prove that random Fourier parameters of the barycenter converge…
Bootstrap for change point detection
Nazar Buzun, Valeriy Avanesov
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the…
Change-point detection in high-dimensional covariance structure
Valeriy Avanesov, Nazar Buzun
In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structur…