Personensuche

Personensuche

Bitte geben Sie den Namen der gesuchten Person ein.

Es wurde 1 Person gefunden.

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

  • 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 (2024) in press
    Online Volltext: dx.doi.org/ (Open Access)
  • Belomestny, Denis; Morozova, Ekaterina; Panov, Vladimir
    Nonparametric statistical inference for compound models
    In: Statistics: A Journal of Theoretical and Applied Statistics (2024) in press
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ Online Volltext (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ Online Volltext (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • Belomestny, Denis; Krätschmer, Volker
    Optimal stopping under probability distortions
    In: Mathematics of Operations Research Jg. 42 (2017) Nr. 3, S. 806 - 833
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • Belomestny, Denis; Häfner, Stefan; Urusov, Mikhail
    Truncated control variates for weak approximation schemes
    In: ESAIM: Proceedings and Surveys Jg. 59 (2017) S. 15 - 42
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ Online Volltext (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • Belomestny, Denis; Schoenmakers, John
    Statistical Skorohod embedding problem : optimality and asymptotic normality
    In: Statistics and Probability Letters Jg. 104 (2015) S. 169 - 180
    Online Volltext: dx.doi.org/
  • Belomestny, Denis; Panov, Vladimir
    Statistical inference for generalized Ornstein-Uhlenbeck processes
    In: Electronic Journal of Statistics Jg. 9 (2015) Nr. 2, S. 1974 - 2006
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • Belomestny, Denis
    Solving optimal stopping problems via empirical dual optimization
    In: The Annals of Applied Probability Jg. 23 (2013) Nr. 5, S. 1988 - 2019
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/ (Open Access)
  • Belomestny, Denis
    Statistical inference for time-changed Lévy processes via composite characteristic function estimation
    In: The Annals of Statistics: an official journal of the Institute of Mathematical Statistics Jg. 39 (2011) Nr. 4, S. 2205 - 2242
    Online Volltext: dx.doi.org/ (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/

    • Aufsätze

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

    • 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) 30 Seiten
    (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
    Online Volltext: dx.doi.org/ (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
    Online Volltext (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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/
  • 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
    Online Volltext: dx.doi.org/

    • Bücher/Sammelwerke/Tagungsbände

  • Belomestny, Denis; Schoenmakers, John
    Advanced simulation-based methods for optimal stopping and control : With applications in finance
    London (2018)
    Online Volltext: dx.doi.org/
  • Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
    Lévy Matters IV : Estimation for Discretely Observed Lévy Processes
    In: Lecture Notes in Mathematics Cham Jg. 2128 (2015) XV, 286 S.
    Online Volltext: dx.doi.org/; Online Volltext: dx.doi.org/

    • 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)
    Online Volltext