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Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation.

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Title: Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation.
Authors: Durmus, Alain1 (AUTHOR) alain.durmus@ens-paris-saclay.fr, Moulines, Eric1 (AUTHOR) eric.moulines@polytechnique.edu, Naumov, Alexey2 (AUTHOR) anaumov@hse.ru, Samsonov, Sergey3 (AUTHOR) svsamsonov@hse.ru
Source: Mathematics of Operations Research (INFORMS). May2025, Vol. 50 Issue 2, p935-964. 30p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2022.0179