Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning
Fuente:
arXiv
Saved in:
| Main Authors: | Samsonov, Sergey, Moulines, Eric, Shao, Qi-Man, Zhang, Zhuo-Song, Naumov, Alexey |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
by: Sheshukova, Marina, et al.
Published: (2025)
by: Sheshukova, Marina, et al.
Published: (2025)
Statistical inference for Linear Stochastic Approximation with Markovian Noise
by: Samsonov, Sergey, et al.
Published: (2025)
by: Samsonov, Sergey, et al.
Published: (2025)
Gaussian Approximation for Two-Timescale Linear Stochastic Approximation
by: Butyrin, Bogdan, et al.
Published: (2025)
by: Butyrin, Bogdan, et al.
Published: (2025)
Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stability
by: Samsonov, Sergey, et al.
Published: (2023)
by: Samsonov, Sergey, et al.
Published: (2023)
A note on concentration inequalities for the overlapped batch mean variance estimators for Markov chains
by: Moulines, Eric, et al.
Published: (2025)
by: Moulines, Eric, et al.
Published: (2025)
Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac
by: Olenko, Andriy, et al.
Published: (2026)
by: Olenko, Andriy, et al.
Published: (2026)
Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation
by: Sheshukova, Marina, et al.
Published: (2024)
by: Sheshukova, Marina, et al.
Published: (2024)
Self-Normalized Moderate Deviations for Degenerate U-Statistics
by: Ge, Lin, et al.
Published: (2025)
by: Ge, Lin, et al.
Published: (2025)
On the Rate of Gaussian Approximation for Linear Regression Problems
by: Khusainov, Marat, et al.
Published: (2025)
by: Khusainov, Marat, et al.
Published: (2025)
Approximations Related to Tempered Stable Distributions
by: Burman, Kalyan, et al.
Published: (2024)
by: Burman, Kalyan, et al.
Published: (2024)
Stochastic Approximation with Two Time Scales: The General Case
by: Borkar, Vivek S
Published: (2024)
by: Borkar, Vivek S
Published: (2024)
Random Matrices and U-Statistics
by: Benaych-Georges, Florent, et al.
Published: (2025)
by: Benaych-Georges, Florent, et al.
Published: (2025)
When Does Dynamic Preconditioning Preserve the Polyak-Ruppert CLT? A Stabilization Threshold
by: An, Sunyoung, et al.
Published: (2026)
by: An, Sunyoung, et al.
Published: (2026)
Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by: Crépey, Stéphane, et al.
Published: (2024)
by: Crépey, Stéphane, et al.
Published: (2024)
Conditioning of Banach Space Valued Gaussian Random Variables: An Approximation Approach Based on Martingales
by: Steinwart, Ingo
Published: (2024)
by: Steinwart, Ingo
Published: (2024)
Minimax rates for learning kernels in operators
by: Zhang, Sichong, et al.
Published: (2025)
by: Zhang, Sichong, et al.
Published: (2025)
Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)
by: Kroll, Marius
Published: (2024)
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)
Asymptotics of randomly weighted sums without moment conditions of random weights
by: Gao, Qingwu, et al.
Published: (2026)
by: Gao, Qingwu, et al.
Published: (2026)
Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
by: Hoffmann, Marc, et al.
Published: (2022)
by: Hoffmann, Marc, et al.
Published: (2022)
Extremely Fast Convergence Rates for Extremum Seeking Control with Polyak-Ruppert Averaging
by: Lauand, Caio Kalil, et al.
Published: (2022)
by: Lauand, Caio Kalil, et al.
Published: (2022)
Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
by: Li, Yanpeng, et al.
Published: (2024)
by: Li, Yanpeng, et al.
Published: (2024)
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
by: Bercu, Bernard, et al.
Published: (2023)
by: Bercu, Bernard, et al.
Published: (2023)
Restricted Path Characteristic Function Determines the Law of Stochastic Processes
by: Li, Siran, et al.
Published: (2024)
by: Li, Siran, et al.
Published: (2024)
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)
Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)
by: Bagyan, Armine, et al.
Published: (2025)
Tests of independence for pairs of paths of non-stationary Gaussian processes
by: Ernst, Philip A., et al.
Published: (2025)
by: Ernst, Philip A., et al.
Published: (2025)
Optimal minimax rate of learning nonlocal interaction kernels
by: Wang, Xiong, et al.
Published: (2023)
by: Wang, Xiong, et al.
Published: (2023)
Fisher information approximation of random orthogonal matrices by Gaussian matrices
by: Chen, Yutong, et al.
Published: (2025)
by: Chen, Yutong, et al.
Published: (2025)
Large deviation inequalities for the nonlinear unbalanced urn model
by: Shi, Jianan, et al.
Published: (2024)
by: Shi, Jianan, et al.
Published: (2024)
Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)
by: Maillet, Raphaël, et al.
Published: (2024)
Nonparametric estimation of the jump rate in mean field interacting systems of neurons
by: Duarte, Aline, et al.
Published: (2025)
by: Duarte, Aline, 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)
Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)
by: Pumi, Guilherme, et al.
Published: (2022)
W-transforms: Uniformity-preserving transformations and induced dependence structures
by: Hofert, Marius, et al.
Published: (2025)
by: Hofert, Marius, et al.
Published: (2025)
Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
by: Panov, Vladimir, et al.
Published: (2025)
by: Panov, Vladimir, et al.
Published: (2025)
High-Order Error Bounds for Markovian LSA with Richardson-Romberg Extrapolation
by: Levin, Ilya, et al.
Published: (2025)
by: Levin, Ilya, et al.
Published: (2025)
Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning
by: Karandikar, Rajeeva L., et al.
Published: (2021)
by: Karandikar, Rajeeva L., et al.
Published: (2021)
The logarithmic law of sample correlation matrices
by: Li, Yanpeng, et al.
Published: (2026)
by: Li, Yanpeng, et al.
Published: (2026)
Similar Items
-
Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximation
by: Butyrin, Bogdan, et al.
Published: (2025) -
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
by: Sheshukova, Marina, et al.
Published: (2025) -
Statistical inference for Linear Stochastic Approximation with Markovian Noise
by: Samsonov, Sergey, et al.
Published: (2025) -
Gaussian Approximation for Two-Timescale Linear Stochastic Approximation
by: Butyrin, Bogdan, et al.
Published: (2025) -
Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stability
by: Samsonov, Sergey, et al.
Published: (2023)