Deviation inequalities for stochastic approximation by averaging
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Publication:2169079
DOI10.1016/j.spa.2022.07.002zbMath1502.60055arXiv2102.08685OpenAlexW3130172249WikidataQ114130694 ScholiaQ114130694MaRDI QIDQ2169079
Xiequan Fan, Paul Doukhan, Pierre Alquier
Publication date: 29 August 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.08685
martingalesempirical risk minimizationiterated random functionsdeviation inequalitiesstochastic approximation by averaging
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)
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