L. Iosipoi

Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control

D. Belomestny, L. Iosipoi, Q. Paris, 2017 .

Variance reduction for Markov chains with application to MCMC

D. Belomestny, L. Iosipoi, E. Moulines, 2020, Stat. Comput..

Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC

D. Belomestny, L. Iosipoi, E. Moulines, 2020, SIAM/ASA J. Uncertain. Quantification.

Variance reduction via empirical variance minimization: convergence and complexity

D. Belomestny, L. Iosipoi, N. Zhivotovskiy, 2017 .