@article {MR4252078,
    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Moulines, Eric and
              Naumov, Alexey and Samsonov, Sergey},
     TITLE = {Variance reduction for dependent sequences with applications
              to stochastic gradient {MCMC}},
   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
    VOLUME = {9},
      YEAR = {2021},
    NUMBER = {2},
     PAGES = {507--535},
   MRCLASS = {60J20 (65C40 65C60)},
  MRNUMBER = {4252078},
       DOI = {10.1137/19M1301199},
       URL = {https://doi.org/10.1137/19M1301199},
}

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