Statistical inference for Linear Stochastic Approximation with Markovian Noise
–Neural Information Processing Systems
In this paper we derive non-asymptotic Berry-Esseen bounds for Polyak-Ruppert averaged iterates of the Linear Stochastic Approximation (LSA) algorithm driven by the Markovian noise.
Neural Information Processing Systems
Jun-23-2026, 04:35:54 GMT
- Country:
- Europe (0.45)
- Genre:
- Research Report > Experimental Study (1.00)
- Industry:
- Information Technology (0.45)
- Technology: