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Leonid Iosipoi

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2020 – today

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2022
[c1]
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Leonid Iosipoi, Anton Vakhrushev:
SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems. NeurIPS 2022
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  - journals/corr/abs-2211-12858
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Leonid Iosipoi, Anton Vakhrushev:
SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems. CoRR abs/2211.12858 (2022)
2021
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Denis Belomestny, Leonid Iosipoi, Eric Moulines, Alexey Naumov, Sergey Samsonov:
Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC. SIAM/ASA J. Uncertain. Quantification 9(2): 507-535 (2021)
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Denis Belomestny, Leonid Iosipoi:
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. Math. Comput. Simul. 181: 351-363 (2021)
2020
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Denis Belomestny, Leonid Iosipoi, Eric Moulines, Alexey Naumov, Sergey Samsonov:
Variance reduction for Markov chains with application to MCMC. Stat. Comput. 30(4): 973-997 (2020)

2010 – 2019

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2019
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  - journals/corr/abs-1909-00698
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Denis Belomestny, Leonid Iosipoi:
Fourier transform MCMC, heavy tailed distributions and geometric ergodicity. CoRR abs/1909.00698 (2019)
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  - journals/corr/abs-1910-03643
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Denis Belomestny, Leonid Iosipoi, Eric Moulines, Alexey Naumov, Sergey Samsonov:
Variance reduction for Markov chains with application to MCMC. CoRR abs/1910.03643 (2019)

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