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Vladimir Koltchinskii

Researcher at Georgia Institute of Technology

Publications -  86
Citations -  6341

Vladimir Koltchinskii is an academic researcher from Georgia Institute of Technology. The author has contributed to research in topics: Covariance operator & Empirical risk minimization. The author has an hindex of 31, co-authored 85 publications receiving 5790 citations. Previous affiliations of Vladimir Koltchinskii include University of New Mexico.

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

TL;DR: In this article, a new nuclear-norm penalized estimator of A0 was proposed and established a general sharp oracle inequality for this estimator for arbitrary values of n, m1, m2 under the condition of isometry in expectation.
Posted Content

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

TL;DR: In this article, a new nuclear norm penalized estimator for the trace regression model is proposed, which satisfies oracle inequalities with faster rates of convergence than in the previous works, up to logarithmic factors in a minimax sense.
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Empirical margin distributions and bounding the generalization error of combined classifiers

TL;DR: In this paper, the authors prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers, such as boosting and bagging.
Book

Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems: École d'Été de Probabilités de Saint-Flour XXXVIII-2008

TL;DR: The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems.
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Rademacher penalties and structural risk minimization

TL;DR: This work suggests a penalty function to be used in various problems of structural risk minimization, based on the sup-norm of the so-called Rademacher process indexed by the underlying class of functions (sets), and obtains oracle inequalities for the theoretical risk of estimators, obtained by structural minimization of the empirical risk withRademacher penalties.