3 citations · 3 across the 7 of their papers we have counts for
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math.OC2023★ 3 cited
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities
Aleksandr Beznosikov, Sergey Samsonov, Marina Sheshukova +3
This paper delves into stochastic optimization problems that involve Markovian noise. We present a unified approach for the theoretical analysis of first-order gradient methods for…
math.PR2023
Rosenthal-type inequalities for linear statistics of Markov chains
Alain Durmus, Eric Moulines, Alexey Naumov +2
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independe…