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Mathematics

D-Index
43
Citations
7807
World Ranking
1694
National Ranking
99

Overview

Vladimir Spokoiny is affiliated with the Weierstrass Institute for Applied Analysis and Stochastics in Germany. Their research spans key domains in mathematics and computer science, with a focus on statistical and computational methods.

The main fields of study in Vladimir Spokoiny's work include:

  • Mathematics
  • Computer Science

Their research explores various subfields such as:

  • Statistics and Probability
  • Artificial Intelligence
  • Computational Mechanics
  • Computational Theory and Mathematics
  • Numerical Analysis

Main topics covered in Vladimir Spokoiny's publications are:

  • Statistical Methods and Inference
  • Sparse and Compressive Sensing Techniques
  • Markov Chains and Monte Carlo Methods
  • Statistical Methods and Bayesian Inference
  • Stochastic Gradient Optimization Techniques
  • Optimization and Variational Analysis
  • Gaussian Processes and Bayesian Inference

Vladimir Spokoiny has published extensively, contributing to journals and proceedings frequently. Prominent venues for their work include:

  • arXiv (Cornell University)
  • Bernoulli
  • Communications in Mathematical Sciences
  • The Annals of Applied Probability
  • IFAC-PapersOnLine

Recent papers authored or co-authored by Vladimir Spokoiny include:

  • Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation, 2023, SIAM/ASA Journal on Uncertainty Quantification
  • Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation, 2025, Bernoulli
  • Accelerated gradient methods with absolute and relative noise in the gradient, 2023, Optimization Methods & Software
  • On the line-search gradient methods for stochastic optimization, 2020, IFAC-PapersOnLine
  • Statistical inference for Bures-Wasserstein barycenters, 2021, The Annals of Applied Probability

Frequent collaboration is a characteristic of Vladimir Spokoiny's work. Common coauthors include:

  • Nikita Puchkin
  • Alexandra Suvorikova
  • Alexander Gasnikov
  • Pavel Dvurechensky
  • Denis Belomestny

Best Publications

  • Random Gradient-Free Minimization of Convex Functions

    Yurii Nesterov;Vladimir Spokoiny

  • An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

    Joel L. Horowitz;Vladimir G. Spokoiny

  • Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors

    O. V. Lepski;E. Mammen;V. G. Spokoiny

  • Direct estimation of the index coefficient in a single-index model

    Marian Hristache;Anatoli Juditsky;Vladimir Spokoiny

  • Adaptive weights smoothing with applications to image restoration

    J. Polzehl;V. G. Spokoiny

  • Adaptive hypothesis testing using wavelets

    V. G. Spokoiny

  • Optimal pointwise adaptive methods in nonparametric estimation

    O. V. Lepski;V. G. Spokoiny

  • Propagation-Separation Approach for Local Likelihood Estimation

    Jörg Polzehl;Vladimir Spokoiny

  • Multiscale testing of qualitative hypotheses

    Lutz Dümbgen;Vladimir G. Spokoiny

  • Structure Adaptive Approach for Dimension Reduction

    Marian Hristache;Anatoli Juditsky;Jörg Polzehl;Vladimir Spokoiny

  • Statistical inference for time-inhomogeneous volatility models

    Danilo Mercurio;Vladimir G. Spokoiny

  • Parametric estimation. Finite sample theory

    Vladimir Spokoiny

  • Multiscale local change point detection with applications to value-at-risk

    Vladimir Spokoiny

  • ESTIMATION OF A FUNCTION WITH DISCONTINUITIES VIA LOCAL POLYNOMIAL FIT WITH AN ADAPTIVE WINDOW CHOICE

    Vladimir G. Spokoiny

  • Inhomogeneous Dependence Modeling with Time-Varying Copulae

    Enzo Giacomini;Wolfgang Härdle;Vladimir Spokoiny

  • Minimax nonparametric hypothesis testing: the case of an inhomogeneous alternative

    Oleg V. Lepski;Vladimir G. Spokoiny

  • On estimation of the Lr norm of a regression function

    O. Lepski;A. Nemirovski;V. Spokoiny

  • Analyzing fMRI experiments with structural adaptive smoothing procedures

    Karsten Tabelow;Jörg Polzehl;Henning U. Voss;Vladimir G. Spokoiny

  • In Search of Non-Gaussian Components of a High-Dimensional Distribution

    Gilles Blanchard;Gilles Blanchard;Motoaki Kawanabe;Masashi Sugiyama;Masashi Sugiyama;Vladimir Spokoiny

  • Testing a Statistical Hypothesis

    Vladimir Spokoiny;Thorsten Dickhaus

Frequent Co-Authors

Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Anatoli Juditsky
Anatoli Juditsky Grenoble Alpes University
Klaus-Robert Müller
Klaus-Robert Müller Technical University of Berlin
Motoaki Kawanabe
Motoaki Kawanabe Advanced Telecommunications Research Institute International
Yurii Nesterov
Yurii Nesterov Université Catholique de Louvain
Arkadi Nemirovski
Arkadi Nemirovski Georgia Institute of Technology
Albert N. Shiryaev
Albert N. Shiryaev Steklov Mathematical Institute
Friedrich Götze
Friedrich Götze Bielefeld University
Enno Mammen
Enno Mammen Heidelberg University

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