Anastasia Borovykh

Orcid: 0000-0002-8550-4827

According to our database1, Anastasia Borovykh authored at least 19 papers between 2018 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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Links

On csauthors.net:

Bibliography

2024
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints.
SIAM J. Appl. Dyn. Syst., 2024

Deep Unlearn: Benchmarking Machine Unlearning.
CoRR, 2024

P4: Towards private, personalized, and Peer-to-Peer learning.
CoRR, 2024

Leave-one-out Distinguishability in Machine Learning.
Proceedings of the Twelfth International Conference on Learning Representations, 2024

Username Squatting on Online Social Networks: A Study on X.
Proceedings of the 19th ACM Asia Conference on Computer and Communications Security, 2024

2023
On original and latent space connectivity in deep neural networks.
CoRR, 2023

Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds.
CoRR, 2023

2022
Optimally weighted loss functions for solving PDEs with Neural Networks.
J. Comput. Appl. Math., 2022

2021
Quantifying Information Leakage from Gradients.
CoRR, 2021

Honest-but-Curious Nets: Sensitive Attributes of Private Inputs can be Secretly Coded into the Entropy of Classifiers' Outputs.
CoRR, 2021

Honest-but-Curious Nets: Sensitive Attributes of Private Inputs Can Be Secretly Coded into the Classifiers' Outputs.
Proceedings of the CCS '21: 2021 ACM SIGSAC Conference on Computer and Communications Security, Virtual Event, Republic of Korea, November 15, 2021

2020
Layer-wise Characterization of Latent Information Leakage in Federated Learning.
CoRR, 2020

On Calibration Neural Networks for extracting implied information from American options.
CoRR, 2020

2019
Generalization in fully-connected neural networks for time series forecasting.
J. Comput. Sci., 2019

Analytic expressions for the output evolution of a deep neural network.
CoRR, 2019

A neural network-based framework for financial model calibration.
CoRR, 2019

Generalisation in fully-connected neural networks for time series forecasting.
CoRR, 2019

2018
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models.
SIAM J. Financial Math., 2018

A Gaussian Process perspective on Convolutional Neural Networks.
CoRR, 2018


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