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Research Interests

Time Series, Network analysis and Concentration inequalities.

Recent Publications

Published Papers

Chen, C. Y.-H., Klochkov, Y. and Härdle, W. K. SONIC: SOcial Network analysis with Influencers and Communities, (2021) Journal of Econometrics, forthcoming
Klochkov, Y., Kroshnin, A. and Zhivotovskiy, N. Robust k-means Clustering for Distributions with Two Moments, (2020) Annals of Statistics, forthcoming
Klochkov, Y. and Zhivotovskiy, N. Uniform Hanson-Wright Type Concentration Inequalities for Unbounded Entries via the Entropy Method, (2020) Electronic Journal of Probability

Cambridge Working Papers in Economics

Chen, C. Y-H., Härdle, W. K. and Klochkov, Y. Influencers and Communities in Social Networks, (2019) CWPE1998

Working Papers

Johnstone, I. M., Klochkov, Y., Onatski, O. and Pavlyshyn, D., An edge CLT for the log-determinant of Gaussian ensembles, (2020) Preprint. arXiv:2011.13723

Conference Publication

Bousquet, O., Klochkov, Y. and Zhivotovskiy, N. Sharper Bounds for Uniformly Stable Algorithms, (2020) Proceedings of Machine Learning Research, 33rd Annual Conference on Learning Theory, Virtual Conference

Yegor Klochkov

Cambridge-INET Postdoctoral Research Fellow

Cambridge-INET Research Theme:
Empirical Analysis of Financial Markets

CV: Curriculum Vitae

Contact Details
Room: 80