Ecole Polytechnique and HSE University; HSE University; Université Paris-Saclay, ENS Paris-Saclay, CNRS, Centre Borelli, F-91190 Gif-sur-Yvette, France; INRIA and ENS, PSL University; The Chinese University of Hong Kong
Alain Durmus, Eric Moulines, Alexey Naumov, Sergey Samsonov, Kevin Scaman, Hoi-To Wai
Concentration for products of random matrices;Bernstein-type bounds for Linear Stochastic Approximation;fine-grained analysis of Linear Stochastic Approximation;non-asymptotic analysis of Linear Stochastic Approximation
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize