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math.ST2024
Theoretical guarantees for neural control variates in MCMC
Denis Belomestny, Artur Goldman, Alexey Naumov +1
In this paper, we propose a variance reduction approach for Markov chains based on additive control variates and the minimization of an appropriate estimate for the asymptotic vari…
math.ST2024
Rates of convergence for density estimation with generative adversarial networks
Nikita Puchkin, Sergey Samsonov, Denis Belomestny +2
In this work we undertake a thorough study of the non-asymptotic properties of the vanilla generative adversarial networks (GANs). We prove an oracle inequality for the Jensen-Shan…