26 citations · 134 across the 27 of their papers we have counts for
5 papers · 1 filter
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…
Sharp Deviations Bounds for Dirichlet Weighted Sums with Application to analysis of Bayesian algorithms
Denis Belomestny, Pierre Menard, Alexey Naumov +2
In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the dens…
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…
Fast Rates for Maximum Entropy Exploration
Daniil Tiapkin, Denis Belomestny, Daniele Calandriello +7
We address the challenge of exploration in reinforcement learning (RL) when the agent operates in an unknown environment with sparse or no rewards. In this work, we study the maxim…
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…