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Sergey Samsonov
Sergey Samsonov
PhD student, HSE, Moscow
Подтвержден адрес электронной почты в домене hse.ru - Главная страница
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Процитировано
Процитировано
Год
Variance reduction for Markov chains with application to MCMC
D Belomestny, L Iosipoi, E Moulines, A Naumov, S Samsonov
Statistics and Computing 30, 973-997, 2020
222020
On the stability of random matrix product with markovian noise: Application to linear stochastic approximation and td learning
A Durmus, E Moulines, A Naumov, S Samsonov, HT Wai
Conference on Learning Theory, 1711-1752, 2021
172021
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize
A Durmus, E Moulines, A Naumov, S Samsonov, K Scaman, HT Wai
Advances in Neural Information Processing Systems 34, 30063-30074, 2021
122021
From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses
D Tiapkin, D Belomestny, É Moulines, A Naumov, S Samsonov, Y Tang, ...
International Conference on Machine Learning, 21380-21431, 2022
102022
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
92021
Local-Global MCMC kernels: the best of both worlds
S Samsonov, E Lagutin, M Gabrié, A Durmus, A Naumov, E Moulines
Advances in Neural Information Processing Systems 35, 5178-5193, 2022
8*2022
Rates of convergence for density estimation with GANs
D Belomestny, E Moulines, A Naumov, N Puchkin, S Samsonov
arXiv preprint arXiv:2102.00199, 2021
8*2021
Variance reduction for additive functionals of Markov chains via martingale representations
D Belomestny, E Moulines, S Samsonov
Statistics and Computing 32 (1), 1-22, 2022
62022
Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation
A Durmus, E Moulines, A Naumov, S Samsonov
arXiv preprint arXiv:2207.04475, 2022
42022
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities
A Beznosikov, S Samsonov, M Sheshukova, A Gasnikov, A Naumov, ...
arXiv preprint arXiv:2305.15938, 2023
32023
Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations
D Belomestny, A Naumov, N Puchkin, S Samsonov
Neural Networks 161, 242-253, 2023
32023
Rosenthal-type inequalities for linear statistics of Markov chains
A Durmus, E Moulines, A Naumov, S Samsonov, M Sheshukova
arXiv preprint arXiv:2303.05838, 2023
22023
Br-snis: bias reduced self-normalized importance sampling
G Cardoso, S Samsonov, A Thin, E Moulines, J Olsson
Advances in Neural Information Processing Systems 35, 716-729, 2022
22022
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
A Durmus, E Moulines, A Naumov, S Samsonov
arXiv preprint arXiv:2109.00331, 2021
22021
Estimation of the second moment based on rounded data
SV Samsonov, NG Ushakov, VG Ushakov
Journal of Mathematical Sciences 237, 819-825, 2019
22019
Finite-Sample Analysis of the Temporal Difference Learning
S Samsonov, D Tiapkin, A Naumov, E Moulines
arXiv preprint arXiv:2310.14286, 2023
2023
Theoretical guarantees for neural control variates in MCMC
D Belomestny, A Goldman, A Naumov, S Samsonov
arXiv preprint arXiv:2304.01111, 2023
2023
Model-free policy evaluation in Reinforcement Learning via upper solutions
D Belomestny, I Levin, E Moulines, A Naumov, S Samsonov, V Zorina
arXiv preprint arXiv:2105.02135, 2021
2021
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