1 citations · 1 across the 4 of their papers we have counts for
5 papers
Numerical Integration on Bounded Domains via Learned Reflected Diffusions
Kirill Korolev, Artur Goldman, Timofei Gritsaev +2
We study high-dimensional integration on bounded convex domains. Given a non-negative integrand , the goal is to estimate on .…
A Schrödinger Eigenfunction Method for Long-Horizon Stochastic Optimal Control
Louis Claeys, Artur Goldman, Zebang Shen +1
High-dimensional stochastic optimal control (SOC) becomes harder with longer planning horizons: existing methods scale linearly in the horizon , with performance often deteriora…
When is Mean-Field Reinforcement Learning Tractable and Relevant?
Batuhan Yardim, Artur Goldman, Niao He
Mean-field reinforcement learning has become a popular theoretical framework for efficiently approximating large-scale multi-agent reinforcement learning (MARL) problems exhibiting…
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…
Noise-contrastive Online Change Point Detection
Nikita Puchkin, Artur Goldman, Konstantin Yakovlev +2
We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change dist…