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- non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm 2023-01-02 Paper Regret bounds for Narendra-Shapiro bandit algorithms 2022-07-05 Paper Non...10 bytes (13 words) - 21:29, 10 December 2023
- Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds 2023-06-05 Paper Optimal non-asymptotic analysis of the Ruppert-Polyak...10 bytes (13 words) - 17:24, 6 October 2023
- Meets Tweedie 2022-08-04 Paper Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation 2022-07-10 Paper...10 bytes (13 words) - 09:43, 7 October 2023
- approximation algorithms. II: CLTs 2021-02-18 Paper General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type...10 bytes (13 words) - 23:53, 9 December 2023
- meets Moreau 2022-11-03 Paper Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation 2022-07-10 Paper...10 bytes (14 words) - 16:28, 8 December 2023
- Paper Extremely Fast Convergence Rates for Extremum Seeking Control with Polyak-Ruppert Averaging N/A Paper Markovian Foundations for Quasi-Stochastic Approximation...10 bytes (15 words) - 14:44, 9 December 2023
- Markov chains 2023-03-10 Paper Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation 2022-07-10 Paper...10 bytes (14 words) - 09:38, 11 December 2023
- multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type 2019-05-02 Paper A strong order $3/4$ method for...10 bytes (16 words) - 21:24, 24 September 2023
- method is illustrated by deriving concentration inequalities for the Polyak-Ruppert algorithm, SDEs with time-dependent drift coefficients "contractive at infinity"...15 bytes (647 words) - 18:42, 1 February 2024
- approximation algorithms of Robbins-Monro and Polyak-Ruppert type An almost sure central limit theorem for stochastic approximation algorithms Central limit...15 bytes (419 words) - 17:13, 1 February 2024
- analysis of the Ruppert-Polyak averaging stochastic algorithm On the rates of convergence of parallelized averaged stochastic gradient algorithms Non asymptotic...15 bytes (881 words) - 05:52, 1 February 2024
- approximation algorithms. II: CLTs General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type Experiences...15 bytes (646 words) - 02:11, 30 January 2024
- schemes Algorithms for stochastic optimization with function or expectation constraints Optimal non-asymptotic analysis of the Ruppert-Polyak averaging...15 bytes (1,132 words) - 01:37, 6 February 2024
- multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type Recursive estimators for stationary, strong mixing...15 bytes (473 words) - 04:48, 31 January 2024
- differential equations. III: Polyak's averaging Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm Convergence of a stochastic...15 bytes (268 words) - 01:58, 6 February 2024
- result [Polyak, B. T. (1990). Automat. Remote Contr. 51 937-946; Ruppert, D. (1988). Technical Report 781, Cornell Univ.] on the optimality of Polyak-Ruppert...15 bytes (694 words) - 11:58, 1 February 2024
- multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type Report a bug (only for logged in users!)Click here...15 bytes (610 words) - 06:44, 1 February 2024
- subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic...15 bytes (1,555 words) - 09:49, 31 January 2024
- multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type Method of successive weighted averages (MSWA) and...15 bytes (803 words) - 23:45, 29 January 2024
- publication: Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm Report a bug (only for logged in users!)Click here to...15 bytes (359 words) - 10:56, 3 February 2024
