Université de Montréal and Mila, Canada; King Abdullah University of Science and Technology, KSA; Skolkovo Institute of Science and Technology, Russia; Weierstrass Institute for Applied Analysis and Stochastics, Germany; Moscow Institute of Physics and Technology, Russia; Mohamed bin Zayed University of Artificial Intelligence, UAE
Abdurakhmon Sadiev, Marina Danilova, Eduard Gorbunov, Samuel Horváth, Gauthier Gidel, Pavel Dvurechensky, Alexander Gasnikov, Peter Richtárik
High-Probability Bounds for Stochastic Optimization and Variational Inequalities: the Case of Unbounded Variance