arXiv:2602. 13906v2 Announce Type: replace-cross Abstract: Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise.
By Shaan Ul Haque, Zedong Wang, Zixuan Zhang, Siva Theja Maguluri
arXiv:2602. 05657v2 Announce Type: replace Abstract: The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm.
By Aleksandar Armacki, Dragana Bajovi\'c, Du\v{s}an Jakoveti\'c, Soummya Kar, Ali H. Sayed
arXiv:2605. 26000v2 Announce Type: replace-cross Abstract: Stochastic gradient descent (SGD) is foundational to large-scale statistical learning and stochastic optimization.
By Jose Blanchet, Peter Glynn, Wenhao Yang
arXiv:2606. 00520v1 Announce Type: cross Abstract: Many stochastic gradient methods are believed not to converge when the noise in stochastic gradients has only a finite $p$-th moment for $p\in\left(1,2\right)$, a setting known as the heavy-tailed noise assumption.
By Zijian Liu
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: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