WIAS Preprint List: Spokoiny, Vladimir

• 3145: Kroshnin, Alexey; Spokoiny, Vladimir; Suvorikova, Alexandra
  Generalized bootstrap in the Bures-Wasserstein space
  
• 2951: Besold, Franz; Spokoiny, Vladimir
  Adaptive weights community detection
  
• 2812: Vasin, Artem; Gasnikov, Alexander; Spokoiny, Vladimir
  Stopping rules for accelerated gradient methods with additive noise in gradient
  
• 2800: Besold, Franz; Spokoiny, Vladimir
  Adaptive manifold clustering
  
• 2792: Bayer, Christian; Belomestny, Denis; Hager, Paul; Pigato, Paolo; Schoenmakers, John G. M.; Spokoiny, Vladimir
  Reinforced optimal control
  Appeared in: Comm. Math. Sci., 20 (2022), pp. 1951--1978, DOI 10.4310/CMS.2022.v20.n7.a7 .
• 2788: Kroshnin, Alexey; Spokoiny, Vladimir; Suvorikova, Alexandra
  Statistical inference for Bures--Wasserstein barycenters
  Appeared in: Ann. Appl. Probab., 31 (2021), pp. 1264--1298, DOI 10.1214/20-AAP1618 .
• 2655: Ogaltsov, Aleksandr; Dvinskikh, Darina; Dvurechensky, Pavel; Gasnikov, Alexander; Spokoiny, Vladimir
  Adaptive gradient descent for convex and non-convex stochastic optimization
  Appeared in: Proceedings of the 21th IFAC World Congress, R. Findeisen, S. Hirche, K. Janschek, M. Mönnigmann, eds., vol. 53 of IFAC PapersOnLine, Elsevier, 2020, pp. 1715--1720, DOI 10.1016/j.ifacol.2020.12.2284 .
• 2530: Belomestny, Denis; Schoenmakers, John G. M.; Spokoiny, Vladimir; Tavyrikov, Yuri
  Optimal stopping via deeply boosted backward regression
  Appeared in: Comm. Math. Sci., 18 (2020), pp. 109--121, with different title “Optimal stopping via reinforced regression” and different 4th author “Bakhyt Zharkynbay ", DOI 10.4310/CMS.2020.v18.n1.a5 .
• 2061: Andresen, Andreas; Spokoiny, Vladimir
  Two convergence results for an alternation maximization procedure
  Appeared in: J. Mach. Learn. Res., 17 (2016) pp. 1--53.
• 1992: Spokoiny, Vladimir; Zhilova, Mayya
  Bootstrap confidence sets under a model misspecification
  Appeared in: Ann. Statist., 43 (2015), pp. 2653--2675.
• 1776: Andresen, Andreas; Spokoiny, Vladimir
  Critical dimension in profile semiparametric estimation
  
• 1645: Milstein, Grigori N.; Spokoiny, Vladimir
  Martingale approach in pricing European options under regime-switching
  
• 1404: Spokoiny, Vladimir
  Parameter estimation in time series analysis
  
• 1379: Elagin, Mstislav; Spokoiny, Vladimir
  Locally time homogeneous time series modelling
  
• 1274: Golubev, Yuri; Spokoiny, Vladimir
  Exponential bounds for the minimum contrast with some applications
  Appeared in: Electron. J. Stat., 3 (2009) pp. 712--746.
• 1273: Giacomini, Enzo; Härdle, Wolfgang; Spokoiny, Vladimir
  Inhomogeneous dependence modelling with time varying copulae
  Appeared in: J. Bus. Econom. Statist., 27 (2009) pp. 224--234.
• 1232: Tabelow, Karsten; Polzehl, Jörg; Spokoiny, Vladimir; Voss, Henning U.
  Diffusion Tensor Imaging: Structural adaptive smoothing
  Appeared in: NeuroImage, 39 (2008) pp. 1763--1773.
• 1207: Chen, Ying; Spokoiny, Vladimir
  Robust risk management. Accounting for nonstationarity and heavy tails
  
• 1166: Katkovnik, Vladimir; Spokoiny, Vladimir
  Spatially adaptive estimation via fitted local likelihood techniques
  Appeared in: IEEE Trans. Signal Process., 56 (2008) pp. 873--886.
• 1145: Belomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir
  Regression methods in pricing American and Bermudan options using consumption processes
  Appeared in: Quant. Finance, 9 (2009) pp. 315--327.
• 1125: Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
  Forward and reverse representations for Markov chains
  Appeared in: Stochastic Process. Appl., 117 (2007) pp. 1052--1075.
• 1092: Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
  In search of non-Gaussian components of a high-dimensional distribution
  Appeared in: J. Mach. Learn. Res., 7 (2006) pp. 247--282.
• 1079: Tabelow, Karsten; Polzehl, Jörg; Spokoiny, Vladimir
  Analysing fMRI experiments with structural adaptive smoothing procedures
  Appeared in: NeuroImage, 33 (2006) pp. 55--62.
• 1068: Polzehl, Jörg; Spokoiny, Vladimir
  Structural adaptive smoothing by propagation-separation methods
  
• 1064: Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir
  GHICA --- Risk analysis with GH distributions and independent components
  
• 1000: Belomestny, Denis; Spokoiny, Vladimir
  Local likelihood modelling via stagewise aggregation
  Appeared in: Ann. Statist., 25 (2007) pp. 2287--2311.
• 998: Polzehl, Jörg; Spokoiny, Vladimir
  Spatially adaptive regression estimation: Propagation-separation approach
  Appeared in: Probab. Theory Related Fields, 135 (2006) pp. 335--362.
• 977: Polzehl, Jörg; Spokoiny, Vladimir
  Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power
  
• 934: Polzehl, Jörg; Spokoiny, Vladimir; Starica, Catalin
  When did the 2001 recession really start?
  
• 909: Goldenshluger, Alexander; Spokoiny, Vladimir
  Recovering edges of an image from noisy tomographic data
  Appeared in: IEEE Trans. Inform. Theory, 4 (2006) pp. 1322--1334.
• 904: Mercurio, Danilo; Spokoiny, Vladimir
  Estimation of time dependent volatility via local change point analysis
  
• 845: Cheng, Ming-Yen; Fan, Jianqing; Spokoiny, Vladimir
  Dynamic nonparametric filtering with application to finance
  Appeared in: J. Mach. Learn. Res., (2003) pp. 315-333.
• 828: Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine
  Component identification and estimation in nonlinear high-dimensional regression models by structural adaption
  Appeared in: J. Amer. Statist. Assoc., 100 (2005) pp. 429--445.
• 819: Grama, Ion G.; Spokoiny, Vladimir
  Pareto approximation of the tail by local exponential modeling
  
• 818: Polzehl, Jörg; Spokoiny, Vladimir
  Varying coefficient regression modeling by adaptive weights smoothing
  
• 802: Goldenshluger, Alexander; Spokoiny, Vladimir
  On the shape-from-moments problem and recovering edges from noisy Radon data
  Appeared in: Probab. Theory Related Fields, vol 128 (2004), no 1, pp. 123-140
• 787: Polzehl, Jörg; Spokoiny, Vladimir
  Local likelihood modeling by adaptive weights smoothing
  Appeared in: Probab. Theory Related Fields, 135 (2006) pp. 335--362.
• 726: Giurcanu, Mihai; Spokoiny, Vladimir
  Confidence estimation of the covariance function of stationary and locally stationary processes
  Appeared in: Statist. Decisions, 22 (2004) pp. 283--300.
• 680: Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
  Transition density estimation for stochastic differential equations via forward-reverse representations
  Appeared in: Bernoulli, vol. 10(2), 2004, pp. 281--312
• 617: Horowitz, Joel L.; Spokoiny, Vladimir
  An adaptive, rate-optimal test of linearity for median regression models
  Appeared in: Econometrica, 69, no. 3 (2201) pp. 599 - 631 under the title: An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative.
• 583: Mercurio, Danilo; Spokoiny, Vladimir
  Statistical inference for time-inhomogeneous volatility models
  Appeared in: Ann. Statist., vol. 12 (2004), no. 2, pp. 577-602
• 569: Hristache, Marian; Juditsky, Anatoli; Polzehl, Jörg; Spokoiny, Vladimir
  Structure adaptive approach for dimension reduction
  Appeared in: Ann. Statist., 29, no. 6 (2001), pp 1537 - 1566
• 551: Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
  Structural tests in additive regression
  Appeared in: J. Amer.Stat. Acc., 96, No. 456, pp. 1333-1347, 2001
• 519: Polzehl, Jörg; Spokoiny, Vladimir
  Vector adaptive weights smoothing with applications to MRI
  Appeared in: J. Roy. Statist. Soc. Ser C, 50, no. 4 (2001), pp. 485 - 501 under the title: Functional and dynamic magnetic resonance imaging using vector adaptive weights smoothing.
• 504: Spokoiny, Vladimir
  Adaptive drift estimation for nonparametric diffusion model
  Appeared in: Ann. Statist., 28(2000), pp. 815-836
• 503: Spokoiny, Vladimir
  Variance estimation for high-dimensional regression models
  Appeared in: Journal of Multivariate Analysis, 82(2002), pp. 111-133
• 472: Spokoiny, Vladimir
  Data-driven testing the fit of linear models
  Appeared in: Math. Methods Statist., 10, no. 4 (2001), pp. 465 - 497
• 471: Liptser, Robert; Spokoiny, Vladimir
  Deviation probability bound for martingales with applications to statistical estimation
  Appeared in: Stat. and Prob. Letters, 46 (1999),pp. 357-374
• 409: Hristache, Marian; Juditsky, Anatoli; Spokoiny, Vladimir
  Direct estimation of the index coefficients in a single-index model
  Appeared in: Ann. Statist., 29, no. 6 (2001), pp. 1537 - 1566
• 405: Polzehl, Jörg; Spokoiny, Vladimir
  Adaptive weights smoothing with applications to image segmentation
  Appeared in: J. of Royal Stat. Soc., Sers B, 335-354. under the title: Adaptive weights smooting with applications to image restoration.
• 389: Dümbgen, Lutz; Spokoiny, Vladimir
  Optimal Nonparametric Testing of Qualitative Hypotheses
  Appeared in: Ann. Statist., 29, no. 1 (2001), pp. 124 - 152 under the title: Multiscale testing of qualitative hypotheses.
• 381: Liptser, Robert; Spokoiny, Vladimir
  On estimating a dynamic function of stochastic system with averaging
  Appeared in: Stat. Inference Stoch. Process., 3, no. 3 (2000),pp. 225 - 249.
• 377: Liptser, Robert; Spokoiny, Vladimir
  Moderate deviations for integral functionals of diffusion processes
  Appeared in: J. of Probability 4 (1999) No. 17, pp. 1-25. under the title: Moderate deviation type evaluation for integral functionals of diffusion processes.
• 332: Spokoiny, Vladimir
  Image denoising: Pointwise adaptive approach
  
• 314: Spokoiny, Vladimir
  Testing a linear hypothesis using Haar transform
  Appeared in: Math. Methods Statist., 10, no. 4 (2001), pp. 465 - 497, with new title Data driven testing the fit of linear models
• 301: Kutoyants, Yury; Spokoiny, Vladimir
  Optimal choice of observation window for Poisson observations
  Appeared in: Stat. and Prob. Letters, 44 (1999) 291-298.
• 297: Lepskii, Oleg V.; Nemirovski, Arkadi; Spokoiny, Vladimir
  On estimation of non-smooth functionals
  Appeared in: Probability Theory and Related Fields, 113 (1999), 221-253. under the title: On estimation of the Lr-norm of a regression functionals.
• 291: Spokoiny, Vladimir
  Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
  Appeared in: Ann. Statist., 26 (1998), No. 4, pp. 1356-1378
• 234: Spokoiny, Vladimir
  Adaptive and spatially adaptive testing of a nonparametric hypothesis
  Appeared in: Math. Methods Statist., 7 (1998), No. 3, pp. 245-273
• 229: Lepski, Oleg V.; Spokoiny, Vladimir
  Optimal Pointwise Adaptive Methods in Nonparametric Estimation
  Appeared in: Ann. Statist., 25 (1997), no. 6, pp. 2512-2546
• 196: Puhalskii, Anatolii; Spokoiny, Vladimir
  On Large Deviation Efficiency in Statistical Inference
  Appeared in: Bernoulli, 4 (1998) No. 2, pp. 203-272.
• 190: Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir
  Semiparametric single index versus fixed link function modelling
  Appeared in: Ann. Statist., 27 (1997), no. 1, pp. 212-243
• 183: Korostelev, Alexander P.; Spokoiny, Vladimir
  Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
  Appeared in: Statistics, 28 (1996), 13-24.
• 176: Spokoiny, Vladimir
  Adaptive Hypothesis Testing Using Wavelets
  Appeared in: Ann. Statist., 24 (1996), No. 6, pp. 2477--2498
• 92: Lepskii, Oleg V.; Spokoiny, Vladimir
  Local adaptivity to inhomogeneous smoothness. 1. Resolution level
  Appeared in: Math. Methods Statistics, 4 (1995), pp. 239 -- 258