arXiv:2602.13960v2 Announce Type: replace
Abstract: Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency, yet the distribution of the iterates is ty...
By Zedong Wang, Yuyang Wang, Ijay Narang, Felix Wang, Yuzhou Wang, Siva Theja Maguluri
arXiv:2502. 09884v4 Announce Type: replace-cross Abstract: We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise.
By Seo Taek Kong, Sihan Zeng, Thinh T. Doan, R. Srikant
arXiv:2609.14922v1 Announce Type: cross
Abstract: For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $\alpha.$...
By Yixuan Zhang, Qiaomin Xie
arXiv:2409. 08469v4 Announce Type: replace-cross Abstract: We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics.
By Sayan Banerjee, Krishnakumar Balasubramanian, Promit Ghosal
arXiv:2609. 28543v1 Announce Type: cross Abstract: We analyze a simple stochastic inertial Krasnosel'skii--Mann (iKM) method for finding a fixed point of a nonexpansive operator in a real Hilbert space.
By Tong Yang, Tao Jiang, Yuejie Chi, Ashok Cutkosky, Lin Xiao
arXiv:2607. 17595v1 Announce Type: new Abstract: We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded.
By Siddharth Chandak