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Prof. Dr. rer. nat. Denis Belomestny

Fakultät für Mathematik

Anschrift
Thea-Leymann-Str. 9
45127 Essen
Raum
WSC-W-3.30
Telefon
+49 201 183 2694
E-Mail
denis.belomestny@uni-due.de
Webseite
http://www.uni-due.de/~hm0124/

Funktionen

  • Universitätsprofessor/in, Stochastik, Versicherungsmathematik

  • Professor/in, Personal FB Mathematik, Campus Essen

  • Gruppe der Professorinnen und Professoren, Fakultätsrat

Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.

    Artikel in Zeitschriften

  • Belomestny, Denis; Orlova, Tatiana
    Statistical Inference for Conservation Law McKean-Vlasov SDEs via Deep Neural Networks
    In: SIAM/ASA Journal on Uncertainty Quantification (JUQ) , Jg. 13 2025, Nr. 2, S. 425 – 448
    DOI
  • Belomestny, Denis; Schoenmakers, John; Zorina, Veronika
    Weighted mesh algorithms for general Markov decision processes : Convergence and tractability
    In: Journal of Complexity , Jg. 88 2025, 101932
    DOI (Open Access)
  • Bayer, Christian; Belomestny, Denis; Butkovsky, Oleg; Schoenmakers, John
    A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean–Vlasov models
    In: Finance and Stochastics , Jg. 28 2024, Nr. 4, S. 1147 – 1178
    DOI (Open Access)
  • Belomestny, Denis; Morozova, Ekaterina; Panov, Vladimir
    Nonparametric statistical inference for compound models
    In: Statistics: A Journal of Theoretical and Applied Statistics , Jg. 58 2024, Nr. 4, S. 943 – 960
    DOI
  • Amorino, Chiara; Belomestny, Denis; Pilipauskaitė, Vytautė; Podolskij, Mark; Zhou, Shi-Yuan
    Polynomial rates via deconvolution for nonparametric estimation in McKean–Vlasov SDEs
    In: Probability Theory and Related Fields 2024 , in press
    DOI
  • Belomestny, Denis; Schoenmakers, John
    Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces
    In: SIAM Journal on Control and Optimization , Jg. 62 2024, Nr. 1, S. 650 – 679
    DOI
  • Belomestny, Denis; Morozova, Ekaterina; Panov, Vladimir
    Statistical inference for scale mixture models via Mellin transform approach
    In: Statistics: A Journal of Theoretical and Applied Statistics , Jg. 58 2024, Nr. 1, S. 209 – 229
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Goldman, Artur; Naumov, Alexey; Samsonov, Sergey
    Theoretical guarantees for neural control variates in MCMC
    In: Mathematics and Computers in Simulation , Jg. 220 2024, S. 382 – 405
    DOI, Online Volltext (Open Access)
  • Kazhikenova, S. Sh.; Shaikhova, G. S.; Shaltakov, S. N.; Belomestny, Denis
    Demonstration of the feasibility and practical value of direct acoustic measurements in liquid metals
    In: Kompleksnoe Ispolzovanie Mineralnogo Syrâ 2023, Nr. 2, S. 17 – 33
  • Belomestny, Denis; Schoenmakers, John
    From optimal martingales to randomized dual optimal stopping
    In: Quantitative Finance , Jg. 23 2023, Nr. 7-8, S. 1099 – 1113
    DOI (Open Access)
  • Tiapkin, Daniil; Belomestny, Denis; Calandriello, Daniele; Moulines, Éric; Munos, Remi; Naumov, Alexey; Perrault, Pierre; Valko, Michal; Ménard, Pierre
    Model-free Posterior Sampling via Learning Rate Randomization
    In: Advances in neural information processing systems : ... proceedings of the ... conference , Jg. 36 2023
  • Shaikhova, G.S.; Belomestny, Denis; Mergembaeva, A.Zh.
    Numerical modeling of the task of support tension near cleaning
    In: Kompleksnoe Ispolzovanie Mineralnogo Syrâ , Jg. 1 2023, Nr. 324, S. 83 – 88
    DOI (Open Access)
  • Puchkin, Nikita; Samsonov, Sergey; Belomestny, Denis; Moulines, Eric; Naumov, Alexey
    Rates of convergence for density estimation with generative adversarial networks
    In: Journal of Machine Learning Research , Jg. 24 2023, S. 1 – 47
    (Open Access)
  • Belomestny, Denis; Pilipauskaitė, Vytautė; Podolskij, Mark
    Semiparametric estimation of McKean–Vlasov SDEs
    In: Annales de l'Institut Henri Poincaré (B): Probability and Statistics , Jg. 59 2023, Nr. 1, S. 79 – 96
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Naumov, Alexey; Puchkin, Nikita; Samsonov, Sergey
    Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations
    In: Neural Networks , Jg. 161 2023, S. 242 – 253
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Bender, Christian; Schoenmakers, John
    Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization
    In: Mathematics of Operations Research , Jg. 48 2023, Nr. 3, S. 1454 – 1480
    DOI
  • Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
    Weak solutions to gamma-driven stochastic differential equations
    In: Indagationes Mathematicae , Jg. 34 2023, Nr. 4, S. 820 – 829
    DOI (Open Access)
  • Gauer, Johannes; Nagathil, Anil; Eckel, Kai; Belomestny, Denis; Martin, Rainer
    A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners
    In: Journal of the Acoustical Society of America (JASA) , Jg. 151 2022, Nr. 5, S. 2975 – 2986
    DOI
  • Belomestny, Denis; Iosipoi, Leonid; Paris, Quentin; Zhivotovskiy, Nikita
    Empirical variance minimization with applications in variance reduction and optimal control
    In: Bernoulli , Jg. 28 2022, Nr. 2, S. 1382 – 1407
    DOI, Online Volltext (Open Access)
  • Shaikhova, G.S.; Belomestny, Denis; Kopbalina, K.B.
    Investigation of the Stress State of Mine Workings Using Methods of Deformable Solid Mechanics
    In: Eurasian Physical Technical Journal , Jg. 19 2022, Nr. 4, S. 67 – 72
    DOI (Open Access)
  • Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
    Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
    In: Bernoulli , Jg. 28 2022, Nr. 4, S. 2151 – 2180
    DOI, Online Volltext (Open Access)
  • Bayer, Christian; Belomestny, Denis; Hager, Paul; Pigato, Paolo; Schoenmakers, John; Spokoiny, Vladimir
    Reinforced optimal control
    In: Communications in Mathematical Sciences , Jg. 20 2022, Nr. 7, S. 1951 – 1978
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker
    Solving optimal stopping problems under model uncertainty via empirical dual optimisation
    In: Finance and Stochastics , Jg. 26 2022, Nr. 3, S. 461 – 503
    DOI (Open Access)
  • Belomestny, Denis; Moulines, E.; Samsonov, S.
    Variance reduction for additive functionals of Markov chains via martingale representations
    In: Statistics and Computing , Jg. 32 2022, Nr. 1, 16
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Krymova, Ekaterina; Polbin, Andrey
    Bayesian TVP-VARX models with time invariant long-run multipliers
    In: Economic Modelling , Jg. 101 2021, 105531
    DOI
  • Belomestny, Denis; Goldenshluger, Alexander
    Density deconvolution under general assumptions on the distribution of measurement errors
    In: Annals of Statistics , Jg. 49 2021, Nr. 2, S. 615 – 649
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Iosipoi, Leonid
    Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity
    In: Mathematics and Computers in Simulation , Jg. 181 2021, S. 351 – 363
    DOI, Online Volltext (Open Access)
  • Bayer, Christian; Belomestny, Denis; Hager, Paul; Pigato, Paolo; Schoenmakers, John
    Randomized optimal stopping algorithms and their convergence analysis
    In: SIAM Journal on Financial Mathematics , Jg. 12 2021, Nr. 3, S. 1201 – 1225
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey
    Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC
    In: SIAM/ASA Journal on Uncertainty Quantification (JUQ) , Jg. 9 2021, Nr. 2, S. 507 – 535
    DOI, Online Volltext (Open Access)
  • Kazhikenova, Saule Sh.; Belomestny, Denis; Shaltakov, S. N.; Shaihova, G. S.
    Finite difference method implementation for numericalintegration hydrodynamic equations melts
    In: Eurasian Physical Technical Journal , Jg. 17 2020, Nr. 1, S. 145 – 150
    DOI (Open Access)
  • Belomestny, Denis; Goldenshluger, Alexander
    Nonparametric density estimation from observations with multiplicative measurement errors
    In: Annales de l'Institut Henri Poincaré (B): Probability and Statistics , Jg. 56 2020, Nr. 1, S. 36 – 37
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Schoenmakers, John
    Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems
    In: SIAM Journal on Control and Optimization , Jg. 58 2020, Nr. 1, S. 529 – 550
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Schoenmakers, John; Spokoiny, Vladimir; Zharkynbay, Bakhyt
    Optimal stopping via reinforced regression
    In: Communications in Mathematical Sciences , Jg. 18 2020, Nr. 1, S. 109 – 121
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Kaledin, Maxim; Schoenmakers, John
    Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm
    In: Mathematical Finance , Jg. 30 2020, Nr. 4, S. 1591 – 1616
    DOI, Online Volltext (Open Access)
  • Bayer, Christian; Belomestny, Denis; Redmann, Martin; Riedel, Sebastian; Schoenmakers, John
    Solving linear parabolic rough partial differential equations
    In: Journal of Mathematical Analysis and Applications , Jg. 490 2020, Nr. 1, 124236
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Iosipoi, Leonid; Moulines, Éric; Naumov, Alexey; Samsonov, S.
    Variance reduction for Markov chains with application to MCMC
    In: Statistics and Computing , Jg. 30 2020, Nr. 4, S. 973 – 997
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis
    Entscheidungen mathematisch treffen : Approximative Dynamische Programmierung mit Tiefen Neuronalen Netzwerken
    In: Unikate: Berichte aus Forschung und Lehre 2019, Nr. 53: Mathematik - Herausforderung des Nichtlinearen, S. 73 – 78
    DOI, Online Volltext (Open Access)
  • Issagulov, AZ; Belomestny, Denis; Shaikhova, G. S.; Zhurov, V.; Kasymova, L.; Zhetimekova, G.
    Functions of atoms radial distribution and pair potential of some semiconductors melts
    In: The Bulletin of the National Academy of Sciences of the Republic of Kazakhstan 2019, Nr. 4, S. 6 – 14
    DOI (Open Access)
  • Kazhikenova, S. Sh.; Belomestny, Denis
    Fundamental characteristics of reliability in technological processes in ferrous metal industry
    In: The Bulletin of the National Academy of Sciences of the Republic of Kazakhstan , Jg. 2 2019, Nr. 378, S. 120 – 127
    DOI
  • Belomestny, Denis; Panov, Vladimir; Woerner, Jeannette H.C.
    Low-frequency estimation of continuous-time moving average Lévy processes
    In: Bernoulli , Jg. 25 2019, Nr. 2, S. 902 – 931
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; Nolte, Sascha
    Minimax theorems for American options without time-consistency
    In: Finance and Stochastics , Jg. 23 2019, Nr. 1, S. 209 – 238
    DOI
  • Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
    Nonparametric Bayesian inference for Gamma-type Lévy subordinators
    In: Communications in Mathematical Sciences , Jg. 17 2019, Nr. 3, S. 781 – 816
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Hildebrand, Roland; Schoenmakers, John
    Optimal Stopping via Pathwise Dual Empirical Maximisation
    In: Applied Mathematics and Optimization , Jg. 79 2019, Nr. 3, S. 715 – 741
    DOI
  • Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
    Sobolev-Hermite versus Sobolev nonparametric density estimation on R
    In: Annals of the Institute of Statistical Mathematics , Jg. 71 2019, Nr. 1, S. 29 – 62
    DOI (Open Access)
  • Belomestny, Denis; Trabs, Mathias; Tsybakov, Alexandre B.
    Sparse covariance matrix estimation in high-dimensional deconvolution
    In: Bernoulli , Jg. 25 2019, Nr. 3, S. 1901 – 1938
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Orlova, Tatiana; Panov, Vladimir
    Statistical inference for moving-average Lévy-driven processes : Fourier-based approach
    In: Statistica Neerlandica , Jg. 73 2019, Nr. 1, S. 100 – 117
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Trabs, Mathias
    Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
    In: Annales de l'Institut Henri Poincaré (B): Probability and Statistics , Jg. 54 2018, Nr. 3, S. 1583 – 1621
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Schoenmakers, John
    Projected particle methods for solving McKean-Vlasov stochastic differential equations
    In: SIAM Journal on Numerical Analysis , Jg. 56 2018, Nr. 6, S. 3169 – 3195
    DOI, Online Volltext (Open Access)
  • Kazhikenova, S. Sh.; Shaltakov, S. N.; Belomestny, Denis; Nussupdekov, B. R.
    Recurrent relations for correlation functions
    In: Bulletin of the Karaganda University: Physics series 2018, Nr. 1 (89), S. 8 – 15
  • Belomestny, Denis; Häfner, Stefan; Urusov, Mikhail
    Regression-based complexity reduction of the nested monte carlo methods
    In: SIAM Journal on Financial Mathematics , Jg. 9 2018, Nr. 2, S. 665 – 689
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Panov, Vladimir
    Semiparametric estimation in the normal variance-mean mixture model
    In: Statistics: A Journal of Theoretical and Applied Statistics , Jg. 52 2018, Nr. 3, S. 571 – 589
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Häfner, S.; Urusov, Mikhail
    Stratified regression-based variance reduction approach for weak approximation schemes
    In: Mathematics and Computers in Simulation , Jg. 143 2018, S. 125 – 137
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Iosipoi, L.S.; Zhivotovskiy, N.K.
    Variance Reduction in Monte Carlo Estimators via Empirical Variance Minimization
    In: Doklady Mathematics , Jg. 98 2018, Nr. 2, S. 494 – 497
    DOI
  • Belomestny, Denis; Häfner, Stefan; Nagapetyan, Tigran; Urusov, Mikhail
    Variance reduction for discretised diffusions via regression
    In: Journal of Mathematical Analysis and Applications , Jg. 458 2018, Nr. 1, S. 393 – 418
    DOI, Online Volltext (Open Access)
  • Krätschmer, Volker; Belomestny, Denis
    Addendum to “Optimal stopping under model uncertainty: Randomized stopping times approach”
    In: The Annals of Applied Probability , Jg. 27 2017, Nr. 2, S. 1289 – 1293
    DOI (Open Access)
  • Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
    Correction to: Nonparametric Laguerre estimation in the multiplicative censoring model
    In: Electronic Journal of Statistics , Jg. 11 2017, Nr. 2, S. 4845 – 4850
    DOI (Open Access)
  • Belomestny, Denis; Mai, Hilmar; Schoenmakers, John
    Generalized Post–Widder inversion formula with application to statistics
    In: Journal of Mathematical Analysis and Applications , Jg. 455 2017, Nr. 1, S. 89 – 104
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Nagapetyan, Tigran
    Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs
    In: Bernoulli , Jg. 23 2017, Nr. 2, S. 927 – 950
    DOI
  • Belomestny, Denis; Krätschmer, Volker
    Optimal stopping under probability distortions
    In: Mathematics of Operations Research , Jg. 42 2017, Nr. 3, S. 806 – 833
    DOI
  • Belomestny, Denis; Härdle, Wolfgang Karl; Krymova, Ekaterina
    Sieve Estimation of the Minimal Entropy Martingale Marginal Density with Application to Pricing Kernel Estimation
    In: International Journal of Theoretical and Applied Finance , Jg. 20 2017, Nr. 6, S. 1750041
    DOI
  • Belomestny, Denis; Häfner, Stefan; Urusov, Mikhail
    Truncated control variates for weak approximation schemes
    In: ESAIM: Proceedings and Surveys , Jg. 59 2017, S. 15 – 42
    DOI (Open Access)
  • Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
    Nonparametric laguerre estimation in the multiplicative censoring model
    In: Electronic Journal of Statistics , Jg. 10 2016, Nr. 2, S. 3114 – 3152
    DOI (Open Access)
  • Krätschmer, Volker; Belomestny, Denis
    Optimal stopping under model uncertainty : Randomized stopping times approach
    In: The Annals of Applied Probability , Jg. 26 2016, Nr. 2, S. 1260 – 1295
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Schoenmakers, John
    Statistical inference for time-changed Lévy processes via Mellin transform approach
    In: Stochastic Processes and their Applications , Jg. 126 2016, Nr. 7, S. 2092 – 2122
    DOI
  • Belomestny, Denis; Joshi, Mark; Schoenmakers, John
    Addendum to: Multilevel dual approach for pricing American style derivatives
    In: Finance and Stochastics , Jg. 19 2015, Nr. 3, S. 681 – 684
    DOI
  • Belomestny, Denis; Ladkau, Marcel; Schoenmakers, John
    Multilevel simulation based policy iteration for optimal stopping-convergence and complexity
    In: SIAM/ASA Journal on Uncertainty Quantification (JUQ) , Jg. 3 2015, Nr. 1, S. 460 – 483
    DOI (Open Access)
  • Belomestny, Denis; Dickmann, Fabian; Nagapetyan, Tigran
    Pricing Bermudan options via multilevel approximation methods
    In: SIAM Journal on Financial Mathematics , Jg. 6 2015, Nr. 1, S. 448 – 466
    DOI
  • Belomestny, Denis; Prokhorov, A.V.
    Stability of Characterization of the Independence of Random Variables by the Independence of Linear Statistics
    In: Theory of Probability and its Applications: a publication of the Society for Industrial and Applied Mathematics , Jg. 59 2015, Nr. 4, S. 672 – 677
    DOI
  • Belomestny, Denis; Schoenmakers, John
    Statistical Skorohod embedding problem : optimality and asymptotic normality
    In: Statistics and Probability Letters , Jg. 104 2015, S. 169 – 180
    DOI
  • Belomestny, Denis; Panov, Vladimir
    Statistical inference for generalized Ornstein-Uhlenbeck processes
    In: Electronic Journal of Statistics , Jg. 9 2015, Nr. 2, S. 1974 – 2006
    DOI (Open Access)
  • Belomestny, Denis; Spokoiny, Vladimir
    Concentration inequalities for smooth random fields
    In: Theory of Probability and its Applications: a publication of the Society for Industrial and Applied Mathematics , Jg. 58 2014, Nr. 2, S. 314 – 323
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Panov, Vladimir
    Abelian theorems for stochastic volatility models with application to the estimation of jump activity
    In: Stochastic Processes and their Applications , Jg. 123 2013, Nr. 1, S. 15 – 44
    DOI (Open Access)
  • Belomestny, Denis; Panov, Vladimir
    Estimation of the activity of jumps in time-changed Lévy models
    In: Electronic Journal of Statistics , Jg. 7 2013, Nr. 1, S. 2970 – 3003
    DOI
  • Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian
    Multilevel dual approach for pricing American style derivatives
    In: Finance and Stochastics , Jg. 17 2013, Nr. 4, S. 717 – 742
    DOI
  • Belomestny, Denis
    Solving optimal stopping problems via empirical dual optimization
    In: The Annals of Applied Probability , Jg. 23 2013, Nr. 5, S. 1988 – 2019
    DOI
  • Belomestny, Denis; Krätschmer, Volker
    Central limit theorems for law-invariant coherent risk measures
    In: Journal of Applied Probability (JAP) , Jg. 49 2012, Nr. 1, S. 1 – 21
    DOI
  • Belomestny, Denis
    Spectral estimation of the Lévy density in partially observed affine models
    In: Stochastic Processes and their Applications , Jg. 121 2011, Nr. 6, S. 1217 – 1244
    DOI (Open Access)
  • Belomestny, Denis
    Statistical inference for time-changed Lévy processes via composite characteristic function estimation
    In: Annals of Statistics , Jg. 39 2011, Nr. 4, S. 2205 – 2242
    DOI, Online Volltext (Open Access)
  • Belomestny, Denis; Rüschendorf, L.; Urusov, Mikhail
    Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation
    In: Theory of Probability and its Applications: a publication of the Society for Industrial and Applied Mathematics , Jg. 54 2010, Nr. 1, S. 14 – 28
    DOI
  • Belomestny, Denis; Jentsch, V.; Schreckenberg, Michael
    Completion and continuation of nonlinear traffic time series : A probabilistic approach
    In: Journal of Physics A: Mathematical and General , Jg. 36 2003, Nr. 45, S. 11369 – 11383
    DOI

    • Aufsätze

  • Krätschmer, Volker; Belomestny, Denis
    Optimal stopping under probability distortions and law invariant coherent risk measures
    2016

    • Vorworte / Nachworte

  • Belomestny, Denis; Butucea, Cristina; Mammen, Enno; Moulines, Eric; Reiß, Markus; Ulyanov, Vladimir V.
    Preface
    In: Foundations of Modern Statistics: Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 / Belomestny, Denis; Butucea, Cristina; Mammen, Enno; Moulines, Eric; Reiß, Markus; Ulyanov, Vladimir V. 2023, S. v – vii

    • Preprints

  • Belomestny, Denis; Moulines, Eric; Shagadatov, Nurlan; Urusov, Mikhail
    Variance reduction for MCMC methods via martingale representations
    2019
    Online Volltext (Open Access)

    • Beiträge in Sammelwerken und Tagungsbänden

  • Tiapkin, Daniil; Belomestny, Denis; Calandriello, Daniele; Moulines, Éric; Munos, Rémi; Naumov, Alexey; Perrault, Pierre; Tang, Yunhao; Valko, Michal; Ménard, Pierre
    Fast Rates for Maximum Entropy Exploration
    In: Proceedings of the 40th International Conference on Machine Learning (ICML 2023) / 40th International Conference on Machine Learning (ICML 2023): Honolulu, 23 - 29 July 2023 / Krause, A.; Brunskill, E.; Cho, K.; Engelhardt, B.; Sabato, S.; Scarlett, J. (Hrsg.) 2023, S. 34161 – 34221
  • Belomestny, Denis; Krymova, Ekaterina
    Sparse Constrained Projection Approximation Subspace Tracking
    In: Foundations of Modern Statistics: Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 / Belomestny, Denis; Butucea, Cristina; Mammen, Enno; Moulines, Eric; Reiß, Markus; Ulyanov, Vladimir V. 2023, S. 323 – 354
    DOI, Online Volltext (Open Access)
  • Tiapkin, Daniil; Belomestny, Denis; Moulines, Éric; Naumov, Alexey; Samsonov, Sergey; Tang, Yunhao; Valko, Michal; Ménard, Pierre
    From Dirichlet to Rubin : Optimistic Exploration in RL without Bonuses
    In: Proceedings of the 39 th International Conference on Machine Learning / 39 th International Conference on Machine Learning, Baltimore, Maryland, USA, PMLR 162, 2022 2022, S. 21380 – 21431
    (Open Access)
  • Tiapkin, Daniil; Belomestny, Denis; Calandriello, Daniele; Moulines, Éric; Munos, Remi; Naumov, Alexey; Rowland, Mark; Valko, Michal; Ménard, Pierre
    Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees
    In: Thirty-Sixth Conference on Neural Information Processing Systems: Proceedings / Thirty-Sixth Conference on Neural Information Processing Systems, NeurIPS 2022, New Orleans, Louisiana, United States of America, November 2022 2022
  • Gauer, Johannes; Krymova, Ekaterina; Belomestny, Denis; Martin, Rainer
    Spectral complexity reduction of music signals for cochlear implant users based on subspace tracking
    In: 27th European Signal Processing Conference (EUSIPCO) / EUSIPCO, A CorUña,Spain, September 2-6,2019 2019
    DOI
  • Belomestny, Denis; Häfner, Stefan; Urusov, Mikhail
    Regression-Based Variance Reduction Approach for Strong Approximation Schemes
    In: Modern Problems of Stochastic Analysis and Statistics: Selected Contributions In Honor of Valentin Konakov / International Conference on Modern problems of stochastic analysis and statistics, in honor On the occasion of Valentin Konakov’s 70th birthday, 2016; Moscow; Russian Federation; 29 May 2016 through 2 June 2016 / Panov, Vladimir (Hrsg.) 2017, S. 131 – 178
    DOI
  • Krymova, Ekaterina; Nagathil, Anil; Belomestny, Denis; Martin, Rainer
    Segmentation of music signals based on explained variance ratio for applications in spectral complexity reduction
    In: ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings / ICASSP 2017; New Orleans; United States; 5 March 2017 through 9 March 2017 2017, S. 206 – 210
    DOI
  • Belomestny, Denis; Chen, Nan; Wang, Yiwei
    Unbiased simulation of distributions with explicitly known integral transforms
    In: Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014 / Cools, Ronald; Nuyens, Dirk (Hrsg.) 2016, S. 229 – 244
    DOI
  • Belomestny, Denis; Reiß, Markus
    Estimation and calibration of lévy models via Fourier methods
    In: Lévy Matters IV: Estimation for Discretely Observed Lévy Processes 2015, S. 1 – 76
    DOI
  • Belomestny, Denis; Bender, Christian; Dickmann, Fabian; Schweizer, Nikolaus
    Solving stochastic dynamic programs by convex optimization and simulation
    In: Extraction of Quantifiable Information from Complex Systems , Jg. 102 2014, S. 1 – 23
    DOI
  • Belomestny, Denis; Ladkau, Marcel; Schoenmakers, John
    Tight bounds for American options via multilevel Monte Carlo
    In: Proceedings of the 2012 Winter Simulation Conference (WSC) / Winter Simulation Conference (WSC), 9 - 12 Dec. 2012, Berlin, Germany 2012
    DOI, Online Volltext

    • Bücher/Sammelwerke/Tagungsbände

  • Belomestny, Denis; Schoenmakers, John
    Advanced simulation-based methods for optimal stopping and control : With applications in finance
    London: Palgrave Macmillan 2018
    DOI
  • Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
    Lévy Matters IV : Estimation for Discretely Observed Lévy Processes
    Cham: Springer International Publishing 2015
    (Lecture Notes in Mathematics ; 2128)
    DOI

    • Poster / Posterbeiträge

  • Tiapkin, Daniil; Belomestny, Denis; Calandriello, Daniele; Moulines, Éric; Munos, Remi; Naumov, Alexey; Perrault, Pierre; Valko, Michal; Ménard, Pierre
    Demonstration-Regularized RL
    12th International Conference on Learning Representations, ICLR 2024, May 7th to 11th, 2024, Vienna, Austria,
    Vienna 2024