Book

Anatoli Juditsky, Arkadi Nemirovski. Statistical Inference via Convex Optimization

2013

E Diederichs, Anatoli Juditsky, Arkadi Nemirovski, V Spokoiny. Sparse non Gaussian component analysis by semidefinite programming

Anatoli Juditsky, Fatma Kilinc Karzan, Arkadi Nemirovski. Randomized first order algorithms with applications to ℓ₁-minimization

Anatoli Juditsky, Arkadi Nemirovski. Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles

2014

Bruce Cox, Anatoli Juditsky, Arkadi Nemirovski. Dual subgradient algorithms for large-scale nonsmooth learning problems

Anatoli Juditsky, Fatma Kilinc Karzan, Arkadi Nemirovski. On a unified view of nullspace-type conditions for recoveries associated with general sparsity structures

Anatoli Juditsky, Yuri Nesterov. Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization

2015

Alexander Goldenshluger, Anatoli Juditsky, Arkadi Nemirovski. Hypothesis Testing by Convex Optimization (discussion paper)

Alexander Goldenshluger, Anatoli Juditsky, Arkadi Nemirovski. Rejoinder of “Hypothesis testing by convex optimization”

Anatoli Juditsky, Arkadi Nemirovski. On sequential hypotheses testing via convex optimization

Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski. Conditional Gradient Algorithms for Norm-Regularized Smooth Convex Optimization

Anatoli Juditsky, Arkadi Nemirovski. On Detecting Harmonic Oscillations

Niao He, Anatoli Juditsky, Arkadi Nemirovski. Mirror Prox Algorithm for Multi-Term Composite Minimization and Alternating Directions

Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski, Dmitri Ostrovsky. Adaptive Recovery of Signals by Convex Optimization

2016

Anatoli Juditsky, Arkadi Nemirovski. Hypothesis Testing via Affine Detectors

Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski, Dmitri Ostrovsky. Structure-blind signal recovery

Anatoli Juditsky, Arkadi Nemirovski. Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles

2017

Bruce Cox, Anatoli Juditsky, Arkadi Nemirovski. Decomposition techniques for bilinear saddle point problems and variational inequalities with affine monotone operators

Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski. Non-asymptotic confidence bounds for the optimal value of a stochastic program

Yao Cao, Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski, Yao Xie. Change detection via affine and quadratic detectors

2018

Anatoli Juditsky, Arkadi Nemirovski. Near-optimality of linear recovery in Gaussian observation scheme under l_2-loss

Anatoli Juditsky, Arkadi Nemirovski. Near-Optimality of Linear Recovery from Indirect Observations

2019

Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski. Hypothesis testing via Euclidean separation

Anatoli Juditsky, Arkadi Nemirovski. Near-optimal recovery of linear and N-convex functions on unions of convex sets

Anatoli Juditsky, Arkadi Nemirovski. Signal Recovery by Stochastic Optimization

Anatoli Juditsky, Alexander Nazin, Arkadi Nemirovski, Alexander Tsybakov. Algorithms of robust stochastic optimization based on mirror descent method

Anatoli Juditsky, Arkadi Nemirovski. Estimating Linear and Quadratic forms via Indirect Observations

Anatoli Juditsky, Arkadi Nemirovski. On Polyhedral Estimation of Signals via Indirect Observations

2020

Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski. Constant Depth Decision Rules for multistage optimization under uncertainty

Anatoli Juditsky, Arkadi Nemirovski, Liyan Xie, Yao Xie. Convex Parameter Recovery for Interacting Marked Processes

Anatoli Juditsky, Andrei Kulunchakov, Hlib Tsyntseus, Sparse recovery by reduced variance stochastic approximation

Some difficult to find oldies

Anatoli Juditsky. Wavelete Estimators: Adapting to Unknown Smoothness (1994)

Anatoli Juditsky, Oleg Lepski. Confidence intervals for adaptive regression estimation (1998)

Anatoli Juditsky, Sophie Lambert-Lacroix. On nonparametric confidence set estimation (2003)