Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control

13 December 2017

Papers citing "Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control"

4 / 4 papers shown

Title
Variance reduction for dependent sequences with applications to Stochastic Gradient MCMC Denis Belomestny L. Iosipoi Eric Moulines A. Naumov S. Samsonov 39 6 0 16 Aug 2020
Optimal learning via local entropies and sample compression Nikita Zhivotovskiy 52 15 0 04 Jun 2017
Zero Variance Markov Chain Monte Carlo for Bayesian Estimators Antonietta Mira R. Solgi D. Imparato 91 89 0 14 Dec 2010
Rejoinder: 2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization V. Koltchinskii 568 196 0 01 Aug 2007