Leonid Iosipoi

Leonid Iosipoi

National Research University Higher School of Economics - Moscow / Russia
Economics & Econometrics / Economics
AD Scientific Index ID: 4763172
Национальный исследовательский университет
person_outline Leonid Iosipoi's MOST POPULAR ARTICLES
1-) Variance reduction for Markov chains with application to MCMC Statistics and Computing 30, 973-997, 2020
2-) Sketchboost: Fast gradient boosted decision tree for multioutput problems Advances in Neural Information Processing Systems 35, 25422-25435, 2022
3-) Variance reduction for dependent sequences with applications to stochastic gradient MCMC SIAM/ASA Journal on Uncertainty Quantification 9 (2), 507-535, 2021
4-) Empirical variance minimization with applications in variance reduction and optimal control Bernoulli 28 (2), 1382-1407, 2022
5-) Variance reduction in monte carlo estimators via empirical variance minimization Doklady Mathematics 98, 494-497, 2018