Leonid Iosipoi
Leonid Iosipoi
Bestätigte E-Mail-Adresse bei hse.ru
Titel
Zitiert von
Zitiert von
Jahr
Variance reduction for Markov chains with application to MCMC
D Belomestny, L Iosipoi, E Moulines, A Naumov, S Samsonov
Statistics and Computing 30 (4), 973-997, 2020
122020
Variance reduction via empirical variance minimization: convergence and complexity
D Belomestny, L Iosipoi, N Zhivotovskiy
arXiv preprint arXiv:1712.04667, 2017
122017
Variance reduction in monte carlo estimators via empirical variance minimization
DV Belomestny, LS Iosipoi, NK Zhivotovskiy
Doklady Mathematics 98 (2), 494-497, 2018
42018
Variance reduction for dependent sequences with applications to Stochastic Gradient MCMC
D Belomestny, L Iosipoi, E Moulines, A Naumov, S Samsonov
SIAM/ASA Journal on Uncertainty Quantification 9 (2), 507-535, 2021
22021
Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control
D Belomestny, L Iosipoi, Q Paris, N Zhivotovskiy
arXiv preprint arXiv:1712.04667, 2017
12017
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity
D Belomestny, L Iosipoi
Mathematics and Computers in Simulation 181, 351-363, 2021
2021
Fast incremental expectation-maximization algorithm:√ N iterations for an epsilon-stationary point?
G Fort, E Moulines, P Gach
2021
On density estimation via fourier series
DV Belomestny, L Iosipoi
Upravlenie Bol'shimi Sistemami 82, 28-43, 2019
2019
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