MIPT, Skoltech, IITP RAS; HSE University; Innopolis University, Skoltech, MIPT, Yandex; Ecole polytechnique
Aleksandr Beznosikov, Sergey Samsonov, Marina Sheshukova, Alexander Gasnikov, Alexey Naumov, Eric Moulines
convex optimization;stochastic optimization;Markovian noise;acceleration;variational inequalities;lower bounds
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities