Cold isn't the problem. Going back in a heated building or car is the problem.
Spare batteries. Keep them inside your jacket. Swap them out regularly, even if you don't need to.
Going back inside, keep desiccant packs in your bag (I like zorb-it). If you like, put the camera in a big ziplock bag to take it back into a warm environment. Don't touch it for an hour or so. If you like, pull the memory card out before it goes in the bag, so you can upload while the camera thaws.
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