Alexey Naumov

About Alexey Naumov

Alexey Naumov, With an exceptional h-index of 13 and a recent h-index of 11 (since 2020), a distinguished researcher at National Research University Higher School of Economics, specializes in the field of probability theory, statistics, machine learning, random matrices, reinforcement learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Generative flow networks as entropy-regularized rl

Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation

Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains

SCAFFLSA: Quantifying and Eliminating Heterogeneity Bias in Federated Linear Stochastic Approximation and Temporal Difference Learning

Theoretical guarantees for neural control variates in MCMC

Rates of convergence for density estimation with generative adversarial networks

Model-free Posterior Sampling via Learning Rate Randomization

Finite-sample analysis of the Temporal Difference Learning

Alexey Naumov Information

University

Position

___

Citations(all)

566

Citations(since 2020)

432

Cited By

283

hIndex(all)

13

hIndex(since 2020)

11

i10Index(all)

18

i10Index(since 2020)

15

Email

University Profile Page

National Research University Higher School of Economics

Google Scholar

View Google Scholar Profile

Alexey Naumov Skills & Research Interests

probability theory

statistics

machine learning

random matrices

reinforcement learning

Top articles of Alexey Naumov

Title

Journal

Author(s)

Publication Date

Generative flow networks as entropy-regularized rl

Daniil Tiapkin

Nikita Morozov

Alexey Naumov

Dmitry P Vetrov

2024/4/18

Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation

Mathematics of Operations Research

Alain Durmus

Eric Moulines

Alexey Naumov

Sergey Samsonov

2024/4/16

Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains

Journal of Theoretical Probability

Alain Durmus

Eric Moulines

Alexey Naumov

Sergey Samsonov

2024/2/18

SCAFFLSA: Quantifying and Eliminating Heterogeneity Bias in Federated Linear Stochastic Approximation and Temporal Difference Learning

arXiv preprint arXiv:2402.04114

Paul Mangold

Sergey Samsonov

Safwan Labbi

Ilya Levin

Reda Alami

...

2024/2/6

Theoretical guarantees for neural control variates in MCMC

Mathematics and Computers in Simulation

Denis Belomestny

Artur Goldman

Alexey Naumov

Sergey Samsonov

2024/2/3

Rates of convergence for density estimation with generative adversarial networks

Journal of Machine Learning Research

Nikita Puchkin

Sergey Samsonov

Denis Belomestny

Eric Moulines

Alexey Naumov

2024

Model-free Posterior Sampling via Learning Rate Randomization

Daniil Tiapkin

Denis Belomestny

Daniele Calandriello

Eric Moulines

Remi Munos

...

2023

Finite-sample analysis of the Temporal Difference Learning

arXiv preprint arXiv:2310.14286

Sergey Samsonov

Daniil Tiapkin

Alexey Naumov

Eric Moulines

2023/10/22

First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities

Aleksandr Beznosikov

Sergey Samsonov

Marina Sheshukova

Alexander Gasnikov

Alexey Naumov

...

2023

Sharp Deviations Bounds for Dirichlet Weighted Sums with Application to analysis of Bayesian algorithms

arXiv preprint arXiv:2304.03056

Denis Belomestny

Pierre Menard

Alexey Naumov

Daniil Tiapkin

Michal Valko

2023/4/6

Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations

Neural Networks

Denis Belomestny

Alexey Naumov

Nikita Puchkin

Sergey Samsonov

2023/4/1

Fast Rates for Maximum Entropy Exploration

Daniil Tiapkin

Denis Belomestny

Daniele Calandriello

Eric Moulines

Remi Munos

...

2023/3/14

Rosenthal-type inequalities for linear statistics of Markov chains

arXiv preprint arXiv:2303.05838

Alain Durmus

Eric Moulines

Alexey Naumov

Sergey Samsonov

Marina Sheshukova

2023/3/10

Local-Global MCMC kernels: the best of both worlds

Sergey Samsonov

Evgeny Lagutin

Marylou Gabrié

Alain Durmus

Alexey Naumov

...

2022

Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees

Daniil Tiapkin

Denis Belomestny

Daniele Calandriello

Éric Moulines

Remi Munos

...

2022

Development of applied solutions based on artificial intelligence for technological security control

Doklady Mathematics

Aleksei Aleksandrovich Masyutin

Andrey Vladimirovich Savchenko

Aleksei Aleksandrovich Naumov

Sergei Vladimirovich Samsonov

DN Tiapkin

...

2022/12

From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses

Daniil Tiapkin

Denis Belomestny

Eric Moulines

Alexey Naumov

Sergey Samsonov

...

2022/5/16

On Dirichlet boundary crossing

Alexey Naumov

2022

On the stability of random matrix product with markovian noise: Application to linear stochastic approximation and td learning

Conference on Learning Theory

Alain Durmus

Eric Moulines

Alexey Naumov

Sergey Samsonov

Hoi-To Wai

2021

Variance reduction for dependent sequences with applications to stochastic gradient MCMC

SIAM/ASA Journal on Uncertainty Quantification

Denis Belomestny

Leonid Iosipoi

Eric Moulines

Alexey Naumov

Sergey Samsonov

2021

See List of Professors in Alexey Naumov University(National Research University Higher School of Economics)

Co-Authors

H-index: 73
Eric Moulines

Eric Moulines

École Polytechnique

H-index: 45
F. Götze

F. Götze

Universität Bielefeld

H-index: 39
Sergey Bobkov

Sergey Bobkov

University of Minnesota-Twin Cities

H-index: 22
Prof. Dr. Denis Belomestny

Prof. Dr. Denis Belomestny

Universität Duisburg-Essen

H-index: 21
Vladimir Ulyanov, Ul'yanov

Vladimir Ulyanov, Ul'yanov

Moscow State University

H-index: 15
Yunhao Tang

Yunhao Tang

Columbia University in the City of New York

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