58 citations · 61 across the 5 of their papers we have counts for
7 papers
Uncertainty quantification for distributed regression
Valeriy Avanesov
The ever-growing size of the datasets renders well-studied learning techniques, such as Kernel Ridge Regression, inapplicable, posing a serious computational challenge. Divide-and-…
Data-driven confidence bands for distributed nonparametric regression
Valeriy Avanesov
Gaussian Process Regression and Kernel Ridge Regression are popular nonparametric regression approaches. Unfortunately, they suffer from high computational complexity rendering the…
How to gamble with non-stationary -armed bandits and have no regrets
Valeriy Avanesov
In -armed bandit problem an agent sequentially interacts with environment which yields a reward based on the vector input the agent provides. The agent's goal is to ma…
Nonparametric Change Point Detection in Regression
Valeriy Avanesov
This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. T…
Structural break analysis in high-dimensional covariance structure
Valeriy Avanesov
We consider detection and localization of an abrupt break in the covariance structure of high-dimensional random data. The paper proposes a novel testing procedure for this problem…
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…