3 accepted papers
Modern methods of generative modelling and unpaired data translation based on Schrodinger bridges and stochastic optimal control theory aim to transform an initial density to a target one in an optimal way. In the present paper, we assume that we only have access to i.i.d. samples from initial and f…
We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $O(K^{-2(\alpha - 1) / \alpha})$, when the stochastic gradients have finite $\alpha$-th moment, $\alpha \in (1, 2]$. In…
We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to a flexible procedure suitable for both parametric and nonparametric scenarios. We prove non-asy…