Preprints

Efficient and Near-Optimal Online Portfolio Selection
Rémi Jézéquel, Dmitrii M. Ostrovskii, Pierre Gaillard
[arXiv] [slides] [video]

Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domain
Dmitrii M. Ostrovskii, Babak Barazandeh, Meisam Razaviyayn
[arXiv] [slides] [video]

Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties
Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard, Meisam Razaviyayn
[arXiv] [slides] [code] [video]

Efficient Primal-Dual Algorithms for Large-Scale Multiclass Classification
Dmitry Babichev, Dmitrii M. Ostrovskii, Francis Bach
[arXiv] [code]

Book chapter

Adaptive Denoising of Signals with Local Shift-Invariant Structure
Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski, Dmitrii M. Ostrovskii
Foundations of Modern Statistics – Festschrift in Honor of Vladimir Spokoiny
Springer Proceedings in Mathematics & Statistics, 2023
[arXiv]

Journal papers

Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems
Dmitrii M. Ostrovskii, Andrew Lowy, Meisam Razaviyayn
SIAM Journal on Optimization, 31(4):2508-2538, 2021
[paper] [arXiv]

Finite-Sample Analysis of M-Estimators Using Self-Concordance
Dmitrii M. Ostrovskii, Francis Bach
Electronic Journal of Statistics, 15(1): 326-391, 2021
[paper] [arXiv] [slides] [code] [blog]

Concentration Inequalities for the Exponential Weighting Method
Yuri Golubev, Dmitrii M. Ostrovskii
Mathematical Methods of Statistics, 23(1):20-37, 2014
[paper] [eprint] [slides]

Conference papers

Affine Invariant Covariance Estimation for Heavy-Tailed Distributions
Dmitrii M. Ostrovskii, Alessandro Rudi
COLT 2019
[paper] [arXiv] [slides] [video]

Beyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance
Ulysse Marteau-Ferey, Dmitrii M. Ostrovskii, Alessandro Rudi, Francis Bach
COLT 2019
[paper] [arXiv] [video]

Efficient First-Order Algorithms for Adaptive Signal Denoising
Dmitrii M. Ostrovskii, Zaid Harchaoui
ICML 2018
[paper] [arXiv] [slides] [code] [video]

Structure-Blind Signal Recovery
Dmitrii M. Ostrovsky, Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski
NIPS 2016
[paper] [arXiv] [code]

Adaptive Recovery of Signals by Convex Optimization
Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski, Dmitrii M. Ostrovskii
COLT 2015
[paper] [eprint]

PhD thesis

Adaptive Signal Recovery by Convex Optimization
Université Grenoble Alpes, 2018
[pdf] [eprint] [slides] [software]

MSc thesis

Concentration Inequalities for the Exponential Weighting Method
Moscow Institute of Physics and Technology, 2014 (in Russian)
[pdf]

BSc thesis

Analytical Study of NHDP Link Management Protocol
Moscow Institute of Physics and Technology, 2012 (in Russian)
[pdf]

Wireless networks

Dynamic Resource Allocation for MCCA-Based Streaming in Wi-Fi Mesh Networks
Evgeny Khorov, Artem Krasilov, Andrey Lyakhov, Dmitrii M. Ostrovskii
WiFlex 2013
[pdf]

Analytical Study of Neighborhood Discovery and Link Management in OLSR
Evgeny Khorov, Artem Kiryanov, Andrey Lyakhov, Dmitrii M. Ostrovskii
Wireless Days 2012
[pdf]

A Dynamic Channel Reservation Method for Multimedia Streaming in Wi-Fi Mesh Networks
Artem Krasilov, Andrey Lyakhov, Dmitrii M. Ostrovskii, Evgeny Khorov
Automation and Remote Control, 74(9):1460-1473, 2013
[pdf]

Analytical Study of the Quality of Links Established by the Neighborhood Discovery Protocol
Andrey Lyakhov, Dmitrii M. Ostrovskii, Evgeny Khorov
Journal of Comm. Technology and Electronics, 57(12):1314-1321, 2012
[pdf]