Details about Arnak Dalalyan

Access statistics for papers by Arnak Dalalyan.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pda587

Working Papers

2017

1. Estimating linear functionals of a sparse family of Poisson means Price Discrimination
   Working Papers, Center for Research in Economics and Statistics
2. Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent
   Working Papers, Center for Research in Economics and Statistics View citations (7)
3. On the prediction performance of the Lasso
   Post-Print, HAL View citations (10)
   Also in Working Papers, Center for Research in Economics and Statistics (2014) View citations (6)
4. Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood
   Working Papers, Center for Research in Economics and Statistics
5. User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
   Working Papers, Center for Research in Economics and Statistics View citations (2)
   See also Journal Article User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient, Stochastic Processes and their Applications, Elsevier (2019) View citations (6) (2019)

2014

6. Theoretical guarantees for approximate sampling from smooth and log-concave densities
   Working Papers, Center for Research in Economics and Statistics View citations (4)
   See also Journal Article Theoretical guarantees for approximate sampling from smooth and log-concave densities, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2017) View citations (17) (2017)

2013

7. Curve registration by Nonparametric goodness-of-fit Testing
   Working Papers, Center for Research in Economics and Statistics View citations (3)
8. Minimax Rates in Permutation Estimation for Feature Matching
   Working Papers, Center for Research in Economics and Statistics

2012

9. Minimax Testing of a Composite null Hypothesis Defined via a Quadratic Functional in the Model of regression
   Working Papers, Center for Research in Economics and Statistics View citations (1)
10. Statistical Inference in Compound Functional Models
    Working Papers, Center for Research in Economics and Statistics View citations (1)

Journal Articles

2019

1. User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
   Stochastic Processes and their Applications, 2019, 129, (12), 5278-5311 View citations (6)
   See also Working Paper User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient, Working Papers (2017) View citations (2) (2017)

2018

2. Estimating linear functionals of a sparse family of Poisson means
   Statistical Inference for Stochastic Processes, 2018, 21, (2), 331-344

2017

3. Theoretical guarantees for approximate sampling from smooth and log-concave densities
   Journal of the Royal Statistical Society Series B, 2017, 79, (3), 651-676 View citations (17)
   See also Working Paper Theoretical guarantees for approximate sampling from smooth and log-concave densities, Working Papers (2014) View citations (4) (2014)

2004

4. On second order minimax estimation of invariant density for ergodic diffusion
   Statistics & Risk Modeling, 2004, 22, (1), 17-42

2003

5. Asymptotically Efficient Estimation of the Derivative of the Invariant Density
   Statistical Inference for Stochastic Processes, 2003, 6, (1), 89-107 View citations (3)