A. Naumov

activity

20122026

most citedFinite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

26 citations · 134 across the 27 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.ST2019

Variance reduction for Markov chains with application to MCMC

D. Belomestny, L. Iosipoi, E. Moulines +2

In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these fun…

math.PR2019

Local semicircle law under fourth moment condition

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

We consider a random symmetric matrix $X = [X_{j k}]_{j, k = 1}^{n}$ with upper triangular entries being independent random variables with mean zero and unit variance. Assuming tha…