Nonparametric estimation of signals in wavelet bases, quickest detection of disorder for Levy processes.
Main publications:
Burnaev E. V. Modelling and forecasting of volatility of financial time-series on basis of process with nonstationary unconditional dispersion // Surveys of applied and industrial mathematics. 2005. V. 12. No. 3. P. 785–809. (In Russian)
Burnaev E. V. Application of Wavelet Bases in Linear and Nonlinear Approximation to Functions from Besov Spaces // Computational Mathematics and Mathematical Physics. 2006. V. 46. No. 12. Pp. 2051–2060. (In English)
Burnaev E. V. Nonparametric modelling and forecasting of volatility of nonstationary financial time-seris // Preprint. Moscow: Computing Center of the Russian Academy of Sciences, 2006. (In Russian)
Burnaev E. V. Application of wavelet transform for signal analysis // A tutorial. Moscow Intitute of Physics and Technology, 2007. P. 120. (In Russian)
V. Zhuzhel, V. Grabar', N. Kaploukhaya, R. Rivera-Castro, L. Mironova, A. Zaytsev, E. Burnaev, “No two users are alike: Generating audiences with neural clustering for temporal point processes”, Dokl. Math., 108:suppl. 2 (2023), S511–S528
2.
S. A. Barannikov, A. A. Korotin, D. A. Oganesyan, D. I. Emtsev, E. V. Burnaev, “Barcodes as summary of loss function topology”, Dokl. Math., 108:suppl. 2 (2023), S333–S347
3.
D. S. Voronkova, S. A. Barannikov, E. V. Burnaev, “1-Dimensional topological invariants to estimate loss surface non-convexity”, Dokl. Math., 108:suppl. 2 (2023), S325–S332
2022
4.
E. V. Burnaev, A. V. Bernshtein, V. V. Vanovskiy, A. A. Zaytsev, A. M. Bulkin, V. Yu. Ignatiev, D. G. Shadrin, S. V. Illarionova, I. V. Oseledets, A. Yu. Mikhalev, A. A. Osiptsov, A. A. Artemov, M. G. Sharaev, I. E. Trofimov, “Fundamental research and developments in the field of applied artificial intelligence”, Dokl. Math., 106:suppl. 1 (2022), S14–S22
2020
5.
A. A. Korotin, V. V. V'yugin, E. V. Burnaev, “Online algorithm for aggregating experts' predictions with unbounded quadratic loss”, Russian Math. Surveys, 75:5 (2020), 974–977
6.
E. V. Burnaev, “Anomaly detection based on surrogate models”, UBS, 86 (2020), 5–31
2017
7.
E. V. Burnaev, G. K. Golubev, “On one problem in multichannel signal detection”, Problems Inform. Transmission, 53:4 (2017), 368–380
2016
8.
M. Belyaev, E. Burnaev, E. Kapushev, “Computationally efficient algorithm for Gaussian Process regression in case of structured samples”, Comput. Math. Math. Phys., 56:4 (2016), 499–513
9.
A. V. Artemov, E. V. Burnaev, “Optimal estimation of a signal, observed in a fractional Gaussian noise”, Theory Probab. Appl., 60:1 (2016), 126–134
2013
10.
A. A. Zaytsev, E. V. Burnaev, V. G. Spokoiny, “Properties of the posterior distribution of a regression model based on Gaussian random fields”, Autom. Remote Control, 74:10 (2013), 1645–1655
11.
E. V. Burnaev, P. V. Prikhod'ko, “On a method for constructing ensembles of regression models”, Autom. Remote Control, 74:10 (2013), 1630–1644
2014
12.
A. A. Zaytsev, E. V. Burnaev, V. G. Spokoiny, “Properties of the Bayesian parameter estimation of a regression based on Gaussian processes”, J. Math. Sci., 203:6 (2014), 789–798
2013
13.
M. G. Belyaev, E. V. Burnaev, “Approximation of a multidimensional dependency based on linear expansion in a dictionary of parametric functions”, Inform. i ee primen., 7:3 (2013), 114–125;
E. V. Burnaev, A. A. Zaytsev, V. G. Spokoiny, “The Bernstein–von Mises theorem for regression based on Gaussian Processes”, Russian Math. Surveys, 68:5 (2013), 954–956
2010
15.
E. V. Burnaev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 612–613
2009
16.
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Theory Probab. Appl., 53:3 (2009), 519–536
17.
E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53:3 (2009), 500–518
2007
18.
E. V. Burnaev, “Disorder problem for a Poisson process in the generalized Bayesian setting”, Russian Math. Surveys, 62:4 (2007), 790–792
2006
19.
E. V. Burnaev, “Inversion formula for infinitely divisible distributions”, Russian Math. Surveys, 61:4 (2006), 772–774
20.
E. V. Burnaev, “Application of wavelet bases in linear and nonlinear approximation to functions from Besov spaces”, Comput. Math. Math. Phys., 46:12 (2006), 2051–2060
2023
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