Publications

Spokoiny, V. (2019). Bayesian inference for nonlinear inverse problems. arXiv:1912.12694

Lange, T. and Stannat, W. (2019): On the continuous time limit of Ensemble Square Root Filters. arXiv 1910.12493

Spokoiny, V., and Panov, M. (2019). Accuracy of Gaussian approximation in nonparametric Bernstein–vonMises theorem. arXiv:1910.06028

Nuesken, N. and Reich, S. (2019). Note on Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler by Garbuno-Inigo, Hoffmann, Li and Stuart. arXiv:1908.10890

Houdebert, P. (2019). Phase transition of the non-symmetric Continuum Potts model. arXiv: 1908.10066

Avanesov, V. (2019). How to gamble with non-stationary X-armed bandits and have no regrets. arXiv:1908.07636

Avanesov, V. (2019). Structural break analysis in high-dimensional covariance structure. arXiv: 1803.00508

Avanesov, V. (2019). Nonparametric Change Point Detection in Regression. arXiv:1903.02603

Lefakis, L., Zadorozhnyi, O. and Blanchard, G. (2019). Efficient Regularized Piecewise-Linear Regression Trees. arXiv: 1907.00275​​​​​​​ 

Zadorozhnyi, O., Blanchard, G. and Carpentier, A. (2019). Restless dependent bandits with fading memory. arXiv: 1906.10454 

Blanchard, G., Mathé, P. and Mücke, N. (2019). Lepskii Principle in Supervised Learning. arXiv: 1905.10764 

Wahl, M. (2019). A note on the prediction error of principal component regression.arXiv: 1811.02998

Carpentier, A., Duval, C. and Mariucci, E. (2019). Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps. arXiv: 1810.02998

Duval, C. and Mariucci, E. (2019). Compound Poisson approximation to estimate the Lévy density. arXiv: 1702.08787