General multilevel adaptations for stochastic approximation algorithms II: CLTs
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DOI: 10.1016/j.spa.2020.11.001
Abstract: Abstract In this article we establish central limit theorems for multilevel PolyakâRuppert averaged stochastic approximation schemes. We work under very mild technical assumptions and consider the slow regime in which typical errors decay like N… read more here.
Keywords: general multilevel; approximation; stochastic approximation; adaptations stochastic ... See more keywords