Vladimir Koltchinskii

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Georgia Institute of Technology

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Dong Xia
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Mayya Zhilova
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Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation

Let X^(n) be an observation sampled from a distribution P_θ^(n) with an ...
11/07/2020 ∙ by Vladimir Koltchinskii, et al. ∙ 0 ∙ share

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Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency

Let X_1,..., X_n be i.i.d. random variables sampled from a normal distri...
12/18/2019 ∙ by Vladimir Koltchinskii, et al. ∙ 0 ∙ share

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Efficient Estimation of Smooth Functionals in Gaussian Shift Models

We study a problem of estimation of smooth functionals of parameter θ o...
10/05/2018 ∙ by Vladimir Koltchinskii, et al. ∙ 0 ∙ share

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Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators

Let X be a centered Gaussian random variable in a separable Hilbert spac...
10/25/2017 ∙ by Vladimir Koltchinskii, et al. ∙ 0 ∙ share

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Estimation of low rank density matrices: bounds in Schatten norms and other distances

Let S_m be the set of all m× m density matrices (Hermitian positively s...
04/15/2016 ∙ by Dong Xia, et al. ∙ 0 ∙ share

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Nuclear norm penalization and optimal rates for noisy low rank matrix completion

This paper deals with the trace regression model where n entries or line...
11/29/2010 ∙ by Vladimir Koltchinskii, et al. ∙ 0 ∙ share

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