Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates
of Linear Stochastic Approximation

Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation

10 July 2022

Papers citing "Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation"

10 / 10 papers shown

Title
A note on concentration inequalities for the overlapped batch mean variance estimators for Markov chains Eric Moulines A. Naumov S. Samsonov 18 0 0 13 May 2025
Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation Marina Sheshukova Denis Belomestny Alain Durmus Eric Moulines Alexey Naumov S. Samsonov 41 1 0 07 Oct 2024
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 33 4 0 26 May 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 46 5 0 28 Jan 2024
Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise Shaan ul Haque S. Khodadadian S. T. Maguluri 44 11 0 31 Dec 2023
High-probability sample complexities for policy evaluation with linear function approximation Gen Li Weichen Wu Yuejie Chi Cong Ma Alessandro Rinaldo Yuting Wei OffRL 33 7 0 30 May 2023
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance Krishnakumar Balasubramanian Promit Ghosal Ye He 40 5 0 03 Apr 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 27 2 0 20 Feb 2023
Learning from time-dependent streaming data with online stochastic algorithms Antoine Godichon-Baggioni Nicklas Werge Olivier Wintenberger 35 3 0 25 May 2022
A Statistical Analysis of Polyak-Ruppert Averaged Q-learning Xiang Li Wenhao Yang Jiadong Liang Zhihua Zhang Michael I. Jordan 42 15 0 29 Dec 2021