Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
From MaRDI portal
Recommendations
- Some limit properties of Markov chains induced by recursive stochastic algorithms
- Convergence Analysis of Stochastic Algorithms
- Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
- Sample path based convergence analysis of stochastic approximation algorithm: theories and applications
- Convergence of Markovian stochastic approximation with discontinuous dynamics
Cites work
- A basic course in probability theory
- A finite time analysis of temporal difference learning with linear function approximation
- A Stochastic Approximation Method
- A survey of average contractive iterated function systems
- Analysis of recursive stochastic algorithms
- Bridging the gap between constant step size stochastic gradient descent and Markov chains
- Catalyst acceleration for first-order convex optimization: from theory to practice
- Empirical dynamic programming
- Error bounds for constant step-size \(Q\)-learning
- Finite-time bounds for fitted value iteration
- Gradient flows in metric spaces and in the space of probability measures
- scientific article; zbMATH DE number 5348356 (Why is no real title available?)
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Invariant Probabilities for Certain Markov Processes
- Iterated Random Functions
- Markov chains and invariant probabilities
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
- On the Stochastic Approximation Method of Robbins and Monro
- Optimal Transport
- Optimization methods for large-scale machine learning
- Recurrent iterated function systems
- Recursive algorithms, urn processes and chaining number of chain recurrent sets
- Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
- Ricci curvature of metric spaces
- Stochastic approximations with constant step size and differential inclusions
- Stochastic Estimation of the Maximum of a Regression Function
- The Existence of Probability Measures with Given Marginals
- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
- Weak convergence properties of constrained emphatic temporal-difference learning with constant and slowly diminishing stepsize
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Cited in
(5)- scientific article; zbMATH DE number 653184 (Why is no real title available?)
- Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence
- Error analysis for approximate CVaR-optimal control with a maximum cost
- Convergence of Markov chains for constant step-size stochastic gradient descent with separable functions
- Density-driven optimal control: convergence guarantees for stochastic LTI multi-agent systems
This page was built for publication: Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5018894)
