Saved in:
| Main Authors: | Karandikar, Rajeeva L., Vidyasagar, M. |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2109.03445 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Convergence Rates for Stochastic Approximation: Biased Noise with Unbounded Variance, and Applications
by: Karandikar, Rajeeva L., et al.
Published: (2023)
by: Karandikar, Rajeeva L., et al.
Published: (2023)
Revisiting Stochastic Approximation and Stochastic Gradient Descent
by: Karandikar, Rajeeva Laxman, et al.
Published: (2025)
by: Karandikar, Rajeeva Laxman, et al.
Published: (2025)
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
by: Sheshukova, Marina, et al.
Published: (2025)
by: Sheshukova, Marina, et al.
Published: (2025)
Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)
by: Christensen, Sören, et al.
Published: (2021)
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning
by: Samsonov, Sergey, et al.
Published: (2024)
by: Samsonov, Sergey, et al.
Published: (2024)
A geometric ensemble method for Bayesian inference
by: Popov, Andrey A
Published: (2025)
by: Popov, Andrey A
Published: (2025)
A Sequential Testing Problem with Signal Control
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximation
by: Butyrin, Bogdan, et al.
Published: (2025)
by: Butyrin, Bogdan, et al.
Published: (2025)
Asymptotics of generalized Pólya urns with non-linear feedback
by: Gottfried, Thomas, et al.
Published: (2023)
by: Gottfried, Thomas, et al.
Published: (2023)
Sample Average Approximation for Stochastic Programming with Equality Constraints
by: Lew, Thomas, et al.
Published: (2022)
by: Lew, Thomas, et al.
Published: (2022)
Optimality of a barrier strategy in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy
by: Mata, Dante, et al.
Published: (2024)
by: Mata, Dante, et al.
Published: (2024)
Gaussian Approximation for Two-Timescale Linear Stochastic Approximation
by: Butyrin, Bogdan, et al.
Published: (2025)
by: Butyrin, Bogdan, et al.
Published: (2025)
Asynchronous Stochastic Approximation with Applications to Average-Reward Reinforcement Learning
by: Yu, Huizhen, et al.
Published: (2024)
by: Yu, Huizhen, et al.
Published: (2024)
Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by: Crépey, Stéphane, et al.
Published: (2024)
by: Crépey, Stéphane, et al.
Published: (2024)
On the Rate of Gaussian Approximation for Linear Regression Problems
by: Khusainov, Marat, et al.
Published: (2025)
by: Khusainov, Marat, et al.
Published: (2025)
Asynchronous Averaging on Dynamic Graphs with Selective Neighborhood Contraction
by: Li, Hsin-Lun
Published: (2025)
by: Li, Hsin-Lun
Published: (2025)
Local regression on path spaces with signature metrics
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
by: Crépey, Stéphane, et al.
Published: (2023)
by: Crépey, Stéphane, et al.
Published: (2023)
Markov approximation for controlled Hawkes Jump-Diffusions with general kernels
by: Khabou, Mahmoud, et al.
Published: (2025)
by: Khabou, Mahmoud, et al.
Published: (2025)
A measure-valued HJB perspective on Bayesian optimal adaptive control
by: Cox, Alexander M. G., et al.
Published: (2025)
by: Cox, Alexander M. G., et al.
Published: (2025)
Mean-field games with rough common noise: the linear-quadratic case
by: Friz, Peter K., et al.
Published: (2026)
by: Friz, Peter K., et al.
Published: (2026)
The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning
by: Borkar, Vivek, et al.
Published: (2021)
by: Borkar, Vivek, et al.
Published: (2021)
Approximate Transitivity of Young Translation on Rough Paths
by: Bellingeri, Carlo, et al.
Published: (2026)
by: Bellingeri, Carlo, et al.
Published: (2026)
Convergence of the extended Kalman filter with small and state-dependent noise
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
Convergence of Riemannian Stochastic Gradient Descents: Varying Batch Sizes And Nonstandard Batch Forming
by: Wu, Hao
Published: (2026)
by: Wu, Hao
Published: (2026)
Stochastic Volterra equations with random functional coefficients in Banach spaces
by: Kalinin, Alexander
Published: (2026)
by: Kalinin, Alexander
Published: (2026)
Optimistic Training and Convergence of Q-Learning -- Extended Version
by: Mehta, Prashant, et al.
Published: (2026)
by: Mehta, Prashant, et al.
Published: (2026)
Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)
by: Leahy, James-Michael, et al.
Published: (2024)
Finite-Time Analysis of Projected Two-Time-Scale Stochastic Approximation
by: Bai, Yitao, et al.
Published: (2026)
by: Bai, Yitao, et al.
Published: (2026)
Distribution-free Measures of Association based on Optimal Transport
by: Deb, Nabarun, et al.
Published: (2024)
by: Deb, Nabarun, et al.
Published: (2024)
Signature Methods in Stochastic Portfolio Theory
by: Cuchiero, Christa, et al.
Published: (2023)
by: Cuchiero, Christa, et al.
Published: (2023)
Sample Complexity of Policy Gradient for Log-Growth Control
by: Pan, Qiuhua, et al.
Published: (2026)
by: Pan, Qiuhua, et al.
Published: (2026)
A Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence
by: Liu, Siwei, et al.
Published: (2024)
by: Liu, Siwei, et al.
Published: (2024)
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
by: Jia, Yanwei
Published: (2024)
by: Jia, Yanwei
Published: (2024)
Statistical Learning with Sublinear Regret of Propagator Models
by: Neuman, Eyal, et al.
Published: (2023)
by: Neuman, Eyal, et al.
Published: (2023)
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024)
by: Rached, Nadhir Ben, et al.
Published: (2024)
On the Weak Convergence of the Function-Indexed Sequential Empirical Process and its Smoothed Analogue under Nonstationarity
by: Scholze, Florian Alexander, et al.
Published: (2024)
by: Scholze, Florian Alexander, et al.
Published: (2024)
G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
by: He, Wei, et al.
Published: (2025)
by: He, Wei, et al.
Published: (2025)
Kantorovich Distance via Spanning Trees: Properties and Algorithms
by: Bigot, Jérémie, et al.
Published: (2026)
by: Bigot, Jérémie, et al.
Published: (2026)
Mind the jumps: when 2BSDEs meet semi-martingales
by: Possamaï, Dylan, et al.
Published: (2025)
by: Possamaï, Dylan, et al.
Published: (2025)
Similar Items
-
Convergence Rates for Stochastic Approximation: Biased Noise with Unbounded Variance, and Applications
by: Karandikar, Rajeeva L., et al.
Published: (2023) -
Revisiting Stochastic Approximation and Stochastic Gradient Descent
by: Karandikar, Rajeeva Laxman, et al.
Published: (2025) -
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
by: Sheshukova, Marina, et al.
Published: (2025) -
Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021) -
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning
by: Samsonov, Sergey, et al.
Published: (2024)