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Leonid Iosipoi
Leonid Iosipoi
Swiss Data Science Center, EPFL
Подтвержден адрес электронной почты в домене epfl.ch
Название
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
272020
Variance reduction via empirical variance minimization: convergence and complexity
D Belomestny, L Iosipoi, N Zhivotovskiy
arXiv preprint arXiv:1712.04667, 2017
162017
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
122021
Sketchboost: Fast gradient boosted decision tree for multioutput problems
L Iosipoi, A Vakhrushev
Advances in Neural Information Processing Systems 35, 25422-25435, 2022
92022
Empirical variance minimization with applications in variance reduction and optimal control
D Belomestny, L Iosipoi, Q Paris, N Zhivotovskiy
Bernoulli 28 (2), 1382-1407, 2022
9*2022
Variance reduction in monte carlo estimators via empirical variance minimization
DV Belomestny, LS Iosipoi, NK Zhivotovskiy
Doklady Mathematics 98, 494-497, 2018
82018
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity
D Belomestny, L Iosipoi
Mathematics and Computers in Simulation 181, 351-363, 2021
32021
On density estimation via fourier series
DV Belomestny, L Iosipoi
Upravlenie Bol'shimi Sistemami 82, 28-43, 2019
2019
Variance reduction in Monte Carlo via empirical variance minimization
L Iosipoi
SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems, Supplementary Material
L Iosipoi, A Vakhrushev
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Статьи 1–10