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Andrey Novikov, Profesor Titular “C” Email: an@xanum.uam.mx
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Estudios |
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Licenciatura y Maestría en Matemáticas, Doctorado en Ciencias Matemáticas, Universidad Estatal de Vilnius, Vilnius, Lituania. |
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Líneas de investigación |
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Probabilidad y Estadística: Métodos asintóticos en estadística, Análisis estadístico secuencial |
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Investigación actual |
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Análisis estadístico secuencial para procesos estocásticos.
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Palabras clave |
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Sequential analysis, stochastic process, asymptotic optimality, hypothesis testing, decision theory, optimal decision, optimal stopping, optimal statistical inference, asymptotical methods of statistics |
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Propuesta de investigacion de tesis de Maestría (para alumnos de MCMAI o Posgrado en Matemáticas) |
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Consultar con el profesor |
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Cursos que imparte actualmente |
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Trimestre 14-P |
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Publicaciones Recientes |
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Novikov A. (2014). Characterization of Optimality in Classes of ``Truncatable'' Stopping Rules. Boletín de la Sociedad Matemática Mexicana. To appear. |
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Gordienko E., Novikov A. (2014). Characterizations of optimal policies in a general stopping problem and stability estimating, Probability in the Engineering and Informational Sciences, 28, 335-352 |
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Gordienko E., Novikov A., Ruiz de Chávez J. (2013). Note of cualitative robustness of multivariate sample mean and median. Journal of Probability and Statistics, Article ID 208950, 8 p. |
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Novikov An. A., Novikov P. A. (2012). Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives for independent observations, Theory of Probability and Its Applications, 56-3, 420-442 |
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Novikov A., Novikov P. (2011). Locally Most Powerful Sequential Tests of a Simple Hypothesis vs. One-Sided Alternatives for Independent Observations (in Russian). Teoriya Veroyatnostei i ee Primeneniya v.53 no. 3, pp. 449-477. Preprint arXiv:1004.4391v1 [stat.ME]. |
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Novikov A., Optimal Sequential Procedures with Bayes Decision Rules. International Mathematical Forum, 5, 2010, no. 43, 2137 – 2147 |
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Novikov A. (2010). Optimal sequential procedures with Bayes decision rules. Kybernetika 46, no. 4, 754-770. |
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Novikov A., Novikov P. (2010). Locally Most Powerful Sequential Tests of a Simple Hypothesis vs. One-Sided Alternatives. Journal of Statistical Planning and Inference, v. 140, no. 3, 750—765. Preprint http://arxiv.org/abs/0905.1437. |
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Novikov A. (2009) Optimal sequential procedures with Bayes decision rules. Published on the CD of Proceedings of the Second International Workshop in Sequential Methodologies, June 15-17, 2009, Troyes, France. University of Technology of Troyes, Troyes, France, 2009. A slightly extended version published in International Mathematical Forum, 5 ( 2010), no. 43, 2137-2147. |
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Novikov A. (2009). Optimal Sequential Multiple Hypothesis Testing in Presence of Control Variables. Kybernetika 45, no. 3, 507-528. |
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Novikov A. (2009). Optimal Sequential Tests for Two Simple Hypotheses. Sequential Analysis 28(2009), no. 2, 188-217. Reprints are available from the author. Author revised version |
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Gordienko E., Novikov A., Zaitseva E. (2009). Stability Estimating in Optimal Sequential Hypotheses Testing. Kybernetika 45, no. 2, 331-344. |
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Novikov A. (2009). Optimal Sequential Multiple Hypothesis Tests, Kybernetika 45, no. 2, 309-330. |
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Novikov A. (2008) Optimal Sequential Testing of Two Simple Hypotheses in Presence of Control Variables. International Mathematical Forum, v. 3, no. 41, 2025 – 2048 (PDF) |
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Novikov A. (2008) Optimal sequential tests for two simple hypotheses based on independent observations. International Journal of Pure and Applied Mathematics, v. 45, no. 2, 291-314 (PDF) |
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Novikov A. (2006) Locally most powerful two-stage tests. In: PRAGUE STOCHASTICS 2006. Proceedings of the joint session of 7th Prague Symposium on Asymptotic Statistics and 15th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, held in Prague from August 21 to 25, 2006. MATFYZPRESS by publishing house of the Faculty of Mathematics and Physics, Charles University in Prague, pp.554—567 (PDF). |
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Gordienko E., Novikov A. (2006). Probability metrics and robustness: Is the sample median more robust than the sample mean? In: PRAGUE STOCHASTICS 2006. Proceedings of the joint session of 7th Prague Symposium on Asymptotic Statistics and 15th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, held in Prague from August 21 to 25, 2006. MATFYZPRESS by publishing house of the Faculty of Mathematics and Physics, Charles University in Prague, 2006. pp. 374-- 387 (PDF) |
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Novikov A. (2005) Asymptotic optimality of two-stage hypotheses tests. Aportaciones Matematicas, Serie Comunicaciones, 35, 37 - 43 (PDF) |
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Novikov A. (2004). Optimality of two-stage hypothesis tests. In COMPSTAT 2004---Proceedings in Computational Statistics, 1601-- 1608, Physica, Heidelberg (PDF) (Mathematical Reviews MR2173180) |
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Novikov A. (2002) Efficiency of sequential hypotheses testing . Aportaciones Matematicas. Serie Comunicaciones, 30, 3 — 17 (PS) (PDF) (Mathematical Reviews MR1965094 (2004b:62056) ) |
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Novikov A. (2001) Uniform asymptotic expansion of likelihood ratio for Markov dependent observations. Ann. Inst. Statist. Math., 53, 799-809. (Web) Full text via IngentaConnect here. (Mathematical Reviews MR1880813 (2002j:62105) ) |
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Volodin I. N., Novikov An. A., Tec-Canché M. J. (2001) Asymptotics of the necessary size of a sample for locally asymptotically normal experiments. (in Russian) Issled. Prikl. Mat. Inform. No. 23, 45--54 (PDF, in Russian). Mathematical Reviews MR2009269 (2004k:62057). |
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Volodin I. N., Novikov An. A. (1999) Local asymptotic efficiency of the sequential probability ratio test under guaranteed discrimination of composite hypotheses.(in Russian) . Teor. Veroyatnost. i Primenen. 43 (1998), no. 2, 209--225; translation in Theory Probab. Appl. 43, no. 2, 269--281. Abstract here. Full text in Russian: PDF. Mathematical Reviews MR1679000 (2000m:62041). |
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Volodin, I. N.; Novikov, An. A. (1998) Asymptotics of the necessary sample size in testing parametric hypotheses: $d$-posterior approach. Math. Methods Statist. 7, no. 1, 111—121. Mathematical Reviews MR1626556 (99m:62025) |
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Novikov An. A., Volodin I.N. (1997) Asymptotics of the necessary sample size under small error probabilities. J. Math. Sciences. Volume 84, Number 3 / April, 1997, 1145-1150 (abstract) . Mathematical Reviews MR1464750 (98c:62031) . Full text via SpringerLink. |
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Volodin I.N., Novikov A.A. , Simushkin S.V. (1994) Guaranteed statistical quality control: posterior approach. Review of applied and industrial mathematics . Probability and Statistics series (in Russian). V. 1, no. 2, pp.148--178 (PDF, in Russian). |
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Tesis dirigidas recientes |
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Maestría en Ciencias (Matemáticas Aplicadas e Industriales), UAM-I (2013) Alumno: Juan Luis Palacios Soto Título de la tesis: Optimalidad de pruebas secuenciales para experimentos con horizonte aleatorio Fecha del examen: 10 de marzo del 2014 |
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Maestría en Ciencias (Matemáticas Aplicadas e Industriales), UAM-I (2012) Alumna: Rocío Maribel Gutiérrez Flores Título de la tesis: Pruebas bietápicas óptimas para el parámetro de localización de un proceso AR(1) Fecha del examen: 6 de diciembre del 2012 |
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Maestría en Ciencias (Matemáticas), UAM-I (2012) Alumno: Efrén Francisco Pérez Título de la tesis: Optimalidad de pruebas secuenciales para dos hipótesis simples. Fecha del examen: 26 de julio del 2012. |
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Maestría en Ciencias (Matemáticas Aplicadas e Industriales), UAM-I (2012) Alumna: Xóchitl Itxel Popoca Jiménez Título de la tesis: Optimalidad de pruebas de hipótesis secuenciales con grupos de tamaño aleatorio Fecha del examen: 25 de julio del 2012
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Maestría en Ciencias (Matemáticas), UAM-I (2009) Alumno: Pedro Reyes Pérez Título de la tesis: Teoría de paro óptimo y análisis estadístico secuencial Fecha del examen: 3 de julio del 2009. |
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