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Оценка эффективности инвестиционных проектов ранних стадий на основе анализа робастности
С. 102–105.
Chaprak N.
Aczel B., Szaszi B., Clelland H. et al., Nature 2026 Vol. 652 P. 135–142
The same dataset can be analysed in different justifiable ways to answer the same research question, potentially challenging the robustness of empirical science. ...
Added: January 27, 2026
Dzhanashia K., Aleksandr Fedosov, Oleg Evsutin, Sensors 2025 Vol. 25 No. 23 Article 7726
Using an attack-simulation module is a well-recognized approach to improving the robustness of end-to-end neural-network-based data-hiding schemes. However, most proposed attack simulators are limited in the types of attacks they cover, usually handling only a basic set of digital transformations. Real, in-demand use cases for data-hiding methods may involve modifications that cannot be modeled by ...
Added: November 28, 2025
Musaev A., Makshanov A., Dmitry Grigoriev, Montenegrin Journal of Economics 2023 Vol. 19 No. 1 P. 19–30
The paper considers the problem of constructing channel management
strategies for market chaos conditions. The nature of dynamic chaos violates the probabilistic-statistical paradigm's fundamental principle of experiment repeatability. Under these conditions, the traditional statistical methods of evaluation are not effective, and the generated management decisions are unstable. There is a need to create management strategies that
produce ...
Added: July 11, 2025
Boldyrev A., Ratnikov F., Shevelev A., IEEE Access 2025 Vol. 13 P. 102390–102406
The rapid development of machine learning (ML) and artificial intelligence (AI) applications
requires the training of a large numbers of models. This growing demand highlights the importance of
training models without human supervision, while ensuring that their predictions are reliable. In response
to this need, we propose a novel approach for determining model robustness. This approach, supplemented
with a ...
Added: June 15, 2025
Valeriy Kalyagin, Ilya Kostylev, , in: Mathematical Optimization Theory and Operations Research. 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings. LNCS, volume 14766.: Springer, 2024. P. 337–348.
Problem of learning a graphical model (graphical model selection problem) consists of recovering a conditional dependence structure (concentration graph) from data given as a sample of observations from a random vector. Various algorithms to solve this problem are known. One class of algorithms is related with convex optimization problem with additional lasso regularization term. Such ...
Added: August 9, 2024
Shirnin A., Andreev N., Potapova S. et al., IEEE/ACM Transactions on Speech and Language Processing 2024 Vol. 32 P. 2751–2763
We present an approach to evaluate the robustness of pre-trained vision and language (V&L) models to noise in input data. Given a source image/text, we perturb it using standard computer vision (CV) / natural language processing (NLP) techniques and feed it to a V&L model. To track performance changes, we explore the problem of visual ...
Added: July 19, 2024
Bazhenov G., Kuznedelev D., Malinin A. et al., , in: Advances in Neural Information Processing Systems 36 (NeurIPS 2023).: Curran Associates, Inc., 2023. P. 75567–75594.
In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be especially complex since the samples are interdependent. To evaluate the performance of graph models, it is important to test them on diverse ...
Added: February 7, 2024
Anna Melman, Oleg Evsutin, Journal of Visual Communication and Image Representation 2024 Vol. 99 Article 104073
Image watermarking is an effective and promising technology. Robust watermarks, resistant to various attacks, allow authors and owners of digital images to protect their rights to digital content, control its distribution and confirm its authenticity. Most of the modern algorithms for robust image watermarking aim to achieve resistance to a large number of different attacks. ...
Added: January 27, 2024
Igor Gurkov, Filinov N., Post-Communist Economies 2023 Vol. 35 No. 1 P. 1–16
The aim of this study is to depict the performance of Russian manufacturing subsidiaries of multinational corporations during the first year of the COVID-19 pandemic. Using a unique handcrafted database of financial reports from 259 subsidiaries for 2019 and 2020, we retraced three indicators of business robustness: the dynamics of revenues, positive profitability, and the ...
Added: June 12, 2022
Evsutin O., Dzhanashia K., Signal Processing: Image Communication 2022 Vol. 100 Article 116523
Digital watermarking is an important scientific direction located at the intersection of cybersecurity and multimedia processing. Digital watermarking is used for digital objects copyright protection and protection against forgery. The importance of those tasks is highlighted by the ongoing COVID-19 pandemic that lasts for more than a year and forced multiple industries to transit to ...
Added: September 26, 2021
Sharipova A., Арьков В. Ю., Вестник Южно-Уральского государственного университета. Серия: Компьютерные технологии, управление, радиоэлектроника 2017 Vol. 17 No. 3 P. 88–98
A practical approach to estimating of the investment strategy robustness is presented. As a quantitative measure of robustness, the objective function smoothness degree is proposed for utilization. After the optimization has been conducted, it is essential to utilize an additional criterion for the selection of strategies that possess better robustness property. The utilization of the ...
Added: October 17, 2020
Smirnov S. N., Математическая теория игр и ее приложения 2019 Т. 11 № 2 С. 68–95
Для задачи суперрепликации с дискретным временем рассматривается гарантированная детерминистская постановка: задача состоит в гарантированном покрытии обусловленного обязательства по опциону при всех допустимых сценариях. Эти сценарии задаются при помощи априорно заданных компактов, зависящих от предыстории цен: приращения цены в каждый момент времени должны лежать в соответствующих компактах. Рассматривается рынок с торговыми ограничениями, предполагается отсутствие транзакционных издержек. ...
Added: December 26, 2019
Tsitovich I. I., , in: Analytical and computational methods in probability theory and its applications (ACMPT-2017). Proceedings of the International Scientific Conference.: M.: RUDN, 2017. P. 509–522.
We study the problem of parameters estimating if there is a slight deviation between the parametric model
and real distributions. The estimator is based on suboptimal testing of builded by a special way
nonparametric hypotheses. It is proposed a natural for this problem risk function. We found that the risk
function has an exponential decrease to the mean ...
Added: September 12, 2018
Soloveychik I., Trushin D., Wiesel A., IEEE Transactions on Signal Processing 2016 Vol. 64 No. 1 P. 244–257
In this paper, we consider Tyler's robust covariance M-estimator under group symmetry constraints. We assume that the covariance matrix is invariant to the conjugation action of a unitary matrix group, referred to as group symmetry. Examples of group symmetric structures include circulant, perHermitian, and proper quaternion matrices. We introduce a group symmetric version of Tyler's ...
Added: February 20, 2018
Figurnov M., Struminsky K., Vetrov D., Интеллектуальные системы. Теория и приложения 2017 Т. 21 № 2 С. 90–109
Variational autoencoder (VAE) is a probabilistic unsupervised method that uses deep learning. We propose a robust approach to the training of VAE using a modified likelihood function. We propose and analyze two variational lower bound objectives. The effectiveness of the method is experimentally shown by artificially introducing noise objects. ...
Added: October 18, 2017
Esaulov D., Moscow University Mathematics Bulletin 2012 Vol. 67 No. 2 P. 79–81
The paper deals with properties of GM-estimators and GM-tests for linear hypotheses in AR(p)-processes when observations contain outliers. In particular, we obtain the marginal distribution of test statistics, which allows us to prove the robustness of these GM-tests. The scheme of data contamination by additive single outliers with the intensity O(n−1/2), where n is the data level, is ...
Added: October 19, 2016
Esaulov D., Mathematical Methods of Statistics 2013 Vol. 22 No. 4 P. 333–349
In the paper a new nonparametric generalized M-test for hypotheses about the order of linear autoregression AR(p) is constructed. We also establish robustness of this test in the model of data contamination by independent additive outliers with intensity O(n−1/2). Robustness is formulated in terms of limiting power equicontinuity. Test statistics are constructed with the help of ...
Added: October 19, 2016
Boldin M. V., Esaulov D., Moscow University Mathematics Bulletin 2014 Vol. 69 No. 1 P. 29–32
The local qualitative robustness of GM-tests against outliers in the autoregression model is studied in the paper. A local scheme of data contamination by independent outliers with the intensity O(n−1/2) is considered. The qualitative robustness in terms of power equicontinuity is obtained. The GM-tests asymptotically optimal in the maximin sense are constructed. ...
Added: October 17, 2016