1 citations · 1 across the 2 of their papers we have counts for
3 papers
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…
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…
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…