Finite-time high-probability bounds for Polyak-Ruppert averaged iterates of linear stochastic approximation
Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov
| Year of publication: |
2025
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|---|---|
| Authors: | Durmus, Alain ; Moulines, Eric ; Naumov, Alexey ; Samsonov, Sergey |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 2, p. 935-964
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| Subject: | linear stochastic approximation | Polyak–Ruppert averaging | stability of random matrix product | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0179 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015443443