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Nikita Zhivotovskiy

University of California, Berkeley (from arXiv:2212.13996, 2022) · ORCID · OpenAlex

11 papers in scope · 11 published · 1 on the econ.EM arXiv · 82 citations · h-index 6 (over the papers listed here)

Papers

(1 of 11)

Statistically optimal robust mean and covariance estimation for anisotropic Gaussians
published2025 · Mathematical Statistics and Learning · 3 citations · first circulated 2023
with Arshak Minasyan
Mathematical Statistics and Learning
Robustifying Markowitz
published2023 · Journal of Econometrics · 13 citations · first circulated 2021
with Alla Petukhina, Yegor Klochkov, Wolfgang Karl Härdle
Paper profile Journal of Econometrics arXiv:2212.13996
Suboptimality of constrained least squares and improvements via non-linear predictors
published2022 · Bernoulli · 7 citations · first circulated 2020
with Tomas Vaškevičius
Bernoulli
Empirical variance minimization with applications in variance reduction and optimal control
published2022 · Bernoulli · 8 citations
with Denis Belomestny, Leonid Iosipoi, Quentin Paris
Bernoulli
Exponential Savings in Agnostic Active Learning Through Abstention
published2022 · IEEE Transactions on Information Theory · 6 citations · first circulated 2021
with Nikita Puchkin
IEEE Transactions on Information Theory
Robust k-means clustering for distributions with two moments
published2021 · The Annals of Statistics · 2 citations
with Yegor Klochkov, Alexey Kroshnin
The Annals of Statistics
Fast classification rates without standard margin assumptions
published2021 · Information and Inference A Journal of the IMA
with Olivier Bousquet
Information and Inference A Journal of the IMA
Fast Rates for Online Prediction with Abstention
published2020 · Conference on Learning Theory · 5 citations
with Gergely Neu
Conference on Learning Theory
Robust covariance estimation under $L_{4}-L_{2}$ norm equivalence
published2020 · The Annals of Statistics · 31 citations
with Shahar Mendelson
The Annals of Statistics
Concentration of the spectral norm of Erdős–Rényi random graphs
published2020 · Bernoulli · 7 citations · first circulated 2018
with Gábor Lugosi, Shahar Mendelson
Bernoulli
Variance Reduction for Monte Carlo Methods
published2018 · Доклады Академии наук
with Denis Belomestny, Leonid Iosipoi
Доклады Академии наук

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.