Variance reduction for Markov chains with application to MCMC. - Denis Belomestny; Leonid Iosipoi; Eric Moulines; Alexey Naumov; Sergey Samsonov (Stat. Comput., 2020)

Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC. - Denis Belomestny; Leonid Iosipoi; Eric Moulines; Alexey Naumov; Sergey Samsonov (SIAM/ASA J. Uncertain. Quantification, 2021)

Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. - Denis Belomestny; Leonid Iosipoi (Math. Comput. Simul., 2021)

SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems. - Leonid Iosipoi; Anton Vakhrushev (NeurIPS, 2022)