LAUSR

General multilevel adaptations for stochastic approximation algorithms II: CLTs

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0 Published in 2021 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2020.11.001

Abstract: Abstract In this article we establish central limit theorems for multilevel Polyak–Ruppert 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