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.
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  Data: Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation.
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. May2025, Vol. 50 Issue 2, p935-964. 30p.
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        Value: 10.1287/moor.2022.0179
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      – Code: eng
        Text: English
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        PageCount: 30
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      – TitleFull: Finite-Time High-Probability Bounds for Polyak–Ruppert Averaged Iterates of Linear Stochastic Approximation.
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            NameFull: Moulines, Eric
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            NameFull: Naumov, Alexey
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              Text: May2025
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              Y: 2025
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