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math.ST2025
Decompounding Under General Mixing Distributions
Denis Belomestny, Ekaterina Morozova, Vladimir Panov
This study focuses on statistical inference for compound models of the form , where is a random variable denoting the count of summands, which are independe…
math.ST2024
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…