Eduard Belitser

Contact information

Department of Mathematics      
VU Amsterdam
De Boelelaan 1081a
1081 HV Amsterdam
The Netherlands
Office: R 3.46
Phone: +31 20 5987699


Materials for the courses taught by me can be found on

Students interested in doing a bachelor/master project in mathematical statistics or a related area can contact me.


The main research interests are in mathematical statistics, in particular: nonparametric Bayesian inference, high-dimensional models, minimax curve estimation, adaptive procedures, sequential estimation algorithms.

Publications (refereed)

  1. E. Belitser and A. P. Korostelev. Pseudovalues and minimax filtering algorithms for the nonparametric median. Adv. in Sov. Math., 12, 115-124 (1992).
  2. E. Belitser and B. Y. Levit. On minimax estimation over ellipsoids. Eds.: P. Lachout and J. A. Visek. Information theory, statistical decision functions, random processes, 28-31, Prague (1994).
  3. E. Belitser and B. Y. Levit. On minimax filtering over ellipsoids. Math. Methods Statist., 4, 259-273 (1995).
  4. E. Belitser and B. Y. Levit. Asymptotically minimax nonparametric regression in L2. Statistics, 28, 105-122 (1996).
  5. E. Belitser. Efficient estimation of analytic density under random censorship. Bernoulli, 4, 519-543 (1998).
  6. E. Belitser. Minimax estimation in the blurred signal model. Eds.: B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas, V. Statulevicius. Probability Theory and Mathematical Statistics Series, 57-66, TEV (1999).
  7. E. Belitser. Minimax estimation in regression and random censorship models. CWI Tract 127, CWI, Amsterdam (2000).
  8. E. Belitser. Recursive estimation of a drifted autoregressive parameter. Ann. Stat., 28, 860-870 (2000).
  9. E. Belitser. Local minimax pointwise estimation of a multivariate density. Statist. Neerl., 54, 351-365 (2000).
  10. E. Belitser and S. van de Geer. Robust recursive nonparametric curve estimation. High Dimensional Probability II, Eds. E. Gine, D.M. Mason and J.A. Wellner, 391-404, Birkhauser (2000).
  11. E. Belitser and B. Levit. Asymptotically local minimax estimation of infinitely smooth density with censored data. Ann. of Inst. Stat. Math., 53, 289-306 (2001).
  12. E. Belitser. Minimax recovery of blurred signal from discrete noisy data. J. Nonparametr. Statist., 13, 647-667 (2001).
  13. E. Belitser. Consistency in nonparametric minimax regression estimation. Comm. in Statistics, 31, 1159-1165 (2002).
  14. E. Belitser and S. Ghosal. Adaptive Bayesian inference on the mean of an infinite dimensional normal distribution. Ann. Stat., 31, 536-559 (2003).
  15. E. Belitser and B. Levit. On the empirical Bayes approach to adaptive filtering. Math. Methods Statist., 12, 131-154 (2003).
  16. E. Belitser. On asymptotic expansion of pseudovalues in nonparametric median regression. Statistics & Decisions, 22, 1-17 (2004).
  17. E. Belitser and F. Enikeeva. Empirical Bayesian test for the smoothness. Math. Methods Statist., 17, 1-18 (2008).
  18. E. Belitser and F. Enikeeva. Adaptive filtration of a random signal in Gaussian white noise. Probl. Inf. Transm., 44, 48-60 (2008).
  19. A. Babenko and E. Belitser. On posterior pointwise convergence rate of a Gaussian signal under a conjugate prior. Statist. Probab. Lett., 79, 670-675 (2009).
  20. A. Babenko and E. Belitser. Oracle convergence rate of posterior under projection prior and Bayesian model selection. Math. Methods Statist., 19, 219-245 (2010).
  21. A. Babenko and E. Belitser. Lower bound for the oracle projection posterior convergence rate. Statist. Probab. Lett., 81, 175-180 (2011).
  22. A. Babenko and E. Belitser. Oracle Wiener filtering of a Gaussian signal. Theory Stoch. Process., 17, 16-24 (2011).
  23. E. Belitser, S. Ghosal and H. van Zanten. Optimal two-stage procedures for estimating location and size of maximum of multivariate regression functions. Ann. Stat., 40, 2850-2876 (2012).
  24. E. Belitser and P. Serra. On properties of the algorithm for pursuing a drifting quantile. Autom. and Rem. Control, 74, 613-627 (2013).
  25. E. Belitser, P. Serra and H. van Zanten. Estimating the period of a cyclic non-homogeneous Poisson process. Scand. J. Statist., 40, 204-218 (2013).
  26. E. Belitser and P. Serra. Adaptive priors based on splines with random knots. Bayesian Analysis, 9, 859-882 (2014).
  27. E. Belitser and P. Serra. Recursive estimation of conditional spatial medians and conditional quantiles. Sequential Analysis, 33, 519-538 (2014).
  28. E. Belitser, P. Serra and H. van Zanten. Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes. J. Statist. Plann. Inference, 166, 24-35 (2015).
  29. E. Belitser and P. Serra. Recursive tracking algorithm for a predictable time-varying parameter of a time series. Math. Methods Statist., 24, 243-265 (2015).
  30. E. Belitser. Optimal measurement allocation under precision budget constraint. Statist. Probab. Lett., 117, 46-53 (2016).
  31. E. Belitser. On coverage and local radial rates of credible sets. Ann. Stat., 45, 1124-1151 (2017).
  32. E. Belitser and N. Nurushev. Local posterior concentration rate for multilevel sparse sequences. Bayesian Statistics in Action, Springer Proc. Math. Stat., 194, 51-66 (2017).
  33. E. Belitser and N. Nurushev. Contributed comment on article by van der Pas, Szabo, and van der Vaart. Bayesian Analysis 12, 1267-1269 (2017).
  34. E. Belitser and N. Nurushev. Contributed comment on article by Wade and Ghahramani. Bayesian Analysis 18, 606-607 (2018).
  35. E. Belitser and N. Nurushev. Local inference by penalization method for biclustering model. Tentatively accepted in Math. Methods Statist.

Preprints, ongoing, submitted