Alexandre TSYBAKOV

Home

Publications

Preprints

Enseignement

 

Recent

 

Simultaneous analysis of Lasso and Dantzig selector. Annals of Statistics, to appear  [ with Bickel, P.J., Ritov, Y.].

 

Nonparametric estimation of composite functions. Annals of Statistics, to appear  [with Juditsky, A.B., Lepski O.V.] .

 

Change-point estimation from indirect observations 1. Minimax complexity. Annales de l’Institut Henri Poincaré, to appear [with Goldenshluger, A., Juditsky, A., Zeevi, A.] .

 

Change-point estimation from indirect observations 2. Adaptation.  Annales de l’Institut Henri Poincaré, to appear [with Goldenshluger, A., Juditsky, A., Zeevi, A.] .

 

Learning by mirror averaging, Annals of Statistics, to appear [with Juditsky, A., Rigollet, Ph.].

 

                                                        2007

 

Aggregation for Gaussian regression. Annals of Statistics, v.35, n.4, 1674-1697 (2007) [with Bunea F., Wegkamp M.].

 

Linear and convex aggregation of density estimators. Mathematical Methods of Statistics, v.16, n.3, 260-280 (2007) [with Rigollet, Ph.] .

 

Sharp optimality for density deconvolution with dominating bias, I. Theory of Probability and its Applications, v.52, n.1, 111-128 (2007) [with Butucea C.].

 

Sharp optimality for density deconvolution with dominating bias, II. Theory of Probability and its Applications, v.52, n.2, 336-349 (2007) [with Butucea C.].

 

Sparsity oracle inequalities for the Lasso.  Electronic Journal of Statistics, v.1, 169-194 (2007) [with Bunea, F., Wegkamp, M.].

 

Sparse density estimation with $\ell_1$ penalties. Proceedings of 20th Annual Conference on Learning Theory (COLT 2007), Lecture Notes in Artificial Intelligence, v.4539 (N.H.Bshouty and C.Gentile, eds.), Springer-Verlag, Berlin-Heidelberg,  530-543 (2007) [with Bunea, F., Wegkamp, M.].

 

Aggregation by exponential weighting and sharp oracle inequalities.  Proceedings of the 20th Annual Conference on Learning Theory (COLT 2007), Lecture Notes in Artificial Intelligence, v.4539 (N.H. Bshouty and C.Gentile, eds.), Springer-Verlag, Berlin-Heidelberg, 97-111 (2007) [with Dalalyan, A.].

 

Aggregation of density estimators and dimension reduction. Advances in Statistical Modeling and Inference. Essays in Honor of Kjell A. Doksum (V.Nair, ed., ISBN 978-981-270-369-9), World Scientific, Singapore e.a., 233-251 (2007) [with Samarov, A.].

 

Fast learning rates for plug-in classifiers. Annals of Statistics, v.35, n.2, 608-633  (2007) [with Audibert, J.-Y.]. Extended version:  Fast learning rates for plug-in classifiers under the margin condition. Preprint LPMA n. 998, (2005), arXiv:math.ST/0507180.

 

                                                       2006

 

Penalized maximum likelihood and semiparametric second order efficiency.  Annals of Statistics, v.34, n.1, 169-201 (2006) [with Dalalyan, A.S., Golubev, G.K.]

 

Optimal change-point estimation from indirect observations. Annals of Statistics, v.34, n.1, 350-372 (2006) [with Goldenshluger A., Zeevi A.].

 

Regularization, boosting and mirror averaging.  Discussion of ``Regularization in Statistics", by P.Bickel and B.Li. TEST, v.15 , n.2, 303-310 (2006).

 

Aggregation and sparsity via $\ell_1$ penalized least squares. Proceedings of 19th Annual Conference on Learning Theory (COLT  2006), Lecture Notes in Artificial Intelligence} v.4005 (Lugosi, G. and Simon, H.U.,eds.), Springer-Verlag, Berlin-Heidelberg, 379—391  (2006) [with Bunea F., Wegkamp M.].

 

Discussion of ``Local Rademacher complexities and oracle inequalities in risk minimization", 2004 IMS Medallion Lecture of V.Koltchinskii. Annals of Statistics, v.34, n.6, 2681-2687 (2006).

 

Generalization error bounds for aggregation by mirror descent.  In: Advances in Neural Information Processing 18. Proceedings of NIPS-2005 (Y.Weiss, B.Sch\"olkopf, J.Platt eds., ISBN 0-262-2353-7) MIT Press, Cambridge, MA (2006) [with Juditsky, A., Nazin, A., Vayatis, N.].

 

 

                                                     2005

 

Square root penalty: adaptation to the margin in classification and in edge estimation.  Annals of Statistics, v.33, n.3, 1203-1224 (2005) [with van de Geer,S.].

 

Recursive aggregation of estimators by the mirror descent algorithm with averaging. Problems of Information Transmission, v.41,  n.4, 368-384 (2005) [with Juditsky, A.B., Nazin, A.V., Vayatis, N.].

 

Nonparametric Multi-Trajectory estimation. In: Data Fusion for Situation Monitoring, Incident Detection, Alert and Response Management. NATO Science Series: Computer & Systems Sciences, v.198 (E. Shahbazian, G. Rogova, P. Valin eds., ISBN 1-58603-536-3), p. 709-721 (2005) [with Malyutov, M.B., Grama, I.].

 

                                                     2004

 

Optimal aggregation of classifiers in statistical learning.  Annals of Statistics, v.32, n.1, 135-166 (2004).

 

Correction to "Smooth discrimination analysis". Annals of Statistics, v.32, n.5, 2340-2341 (2004) [with Mammen, E.].

Exact constants for pointwise adaptive estimation under the Riesz transform. Probability Theory and Related Fields, v.129, n.3, 441-467 (2004) [with Klemel\"a J.].

Nonparametric Independent Component Analysis. Bernoulli, v.10, n.4, 565-582 (2004) [with Samarov, A.].

 Estimating the endpoint of a distribution in the presence of additive observation errors. Statistics and Probability Letters, v.68, 39-49 (2004) [with Goldenshluger, A.]. 

 

 Testing linearity in a stochastic volatility model. Applicationes Mathematicae, v.30, n.4, 389-412 (2004) [with Feldmann D., Hardle W., Hafner C., Hoffmann M., Lepski O.V.].

 

Discussion of ``Wavelet deconvolution in a periodic setting". Journal of the Royal Statist. Society, Ser.B , v.66, n.3 (2004).

 

 

                                                     2003

 

Optimal rates of aggregation. In:Computational Learning Theory and Kernel Machines (COLT-2003),  B.Scholkopf and M.Warmuth, eds. Lecture Notes in Artificial Intelligence, v.2777. Springer, Heidelberg, 303-313 (2003). 

 

Optimal prediction for linear regression with infinitely many parameters. Journal of Multivariate Analysis, 84, n.1, 40-60 (2003) [with Goldenshluger A.]. 

 

Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems. Theory of Probability and its Applications, v.48, n.3, 534-556 (2003) [with Cavalier,L., Golubev, Y. Lepski, O.]. 

 

 

                                                     2002

 

 Sharp adaptation for inverse problems with random noise. Probability Theory and Related Fields, 123, 323-354 (2002) [with Cavalier, L.]. 

 

 Testing hypotheses about contours in images. Journal of Nonparametric Statistics, 14, 67-85 (2002) [with Gayraud G.]. 

 

Random rates in anisotropic regression: a discussion. Annals of Statistics, 30, n.2, 379-385 (2002). 

 

Oracle inequalities for inverse problems. Annals of Statistics, 30, n.3, 843-874 (2002) [with Cavalier L., Golubev, G.K., Picard, D.] .

 

 

                                                     2001

 

Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation. Mathematical Methods of Statistics, 10, 247-282 (2001) [with Cavalier L.]. 

 

Adaptive prediction and estimation in linear regression with infinitely many parameters. Annals of Statistics, 29, 1601-1619 (2001) [with Goldenshluger A.].  

 

Sharp adaptive estimation of linear functionals. Annals of Statistics, 29, 1567-1600 (2001) [with Klemela J.].