Part Appendix TableofContents

In Appendix C, we present the non-asymptotic analysis for the Markovian setting. We then boundζG in the following lemma. The parameterN is the dimension ofθ to be updated. Wealso plot the estimated variance ofthe stochastic update along the 35 iterationsinFigures1(b)and2(b). The step-size are chosen asα=0.01andβ