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)
E. V. Burnaev, P. V. Prikhod'ko, “On a method for constructing ensembles of regression models”, Autom. Remote Control, 74:10 (2013), 1630–1644
2.
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
3.
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
4.
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
5.
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
6.
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
7.
E. V. Burnaev, G. K. Golubev, “On one problem in multichannel signal detection”, Problems Inform. Transmission, 53:4 (2017), 368–380
8.
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
9.
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, “Disorder problem for a Poisson process in the generalized Bayesian setting”, Russian Math. Surveys, 62:4 (2007), 790–792
11.
E. V. Burnaev, “Inversion formula for infinitely divisible distributions”, Russian Math. Surveys, 61:4 (2006), 772–774
12.
E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53:3 (2009), 500–518
13.
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
14.
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
15.
E. V. Burnaev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 612–613
16.
E. V. Burnaev, “Anomaly detection based on surrogate models”, UBS, 86 (2020), 5–31
17.
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
18.
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
19.
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
20.
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
Contact us: