Finite-time high-probability bounds for Polyak-Ruppert averaged iterates of linear stochastic approximation

DOI10.1287/MOOR.2022.0179MaRDI QIDQ6976335zbMATH OpenFDO

Authors Alain Durmus, Eric Moulines, Alexey Naumov, S. P. Samsonov

Publication date 2 June 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Polyak-Ruppert averaginglinear stochastic approximationstability of random matrix product

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic approximation (62L20)

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