Stochastic Approximation

Latest papers 53

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  1. Best of Both Worlds in Federated LSA: Speedup When Possible, Personalization Always

    Oct 8, 2026Safwan Labbi, Paul Mangold, Eric MoulinesFederated LearningHeterogeneous Federated Learning

  2. Stationary Bias and Extrapolation in Nonlinear Two-Timescale Stochastic Approximation

    Oct 7, 2026A. Ch. Madhusudanarao, Rahul SinghStochastic ApproximationTwo-Timescale Stochastic Approximation

  3. Sharp Statistical Rates for Asynchronous TD Learning with Markovian Data

    Sep 30, 2026Yang PengAsynchronous RLStochastic Approximation

  4. Second-Moment Stochastic Approximation Methods

    Sep 29, 2026Tao Jiang, Lin XiaoStochastic ApproximationMuon Optimizer

  5. Finite-Time Concentration and Convergence Rates for Projected Two-Time-Scale Stochastic Approximation with Markov Noise

    Sep 28, 2026Rahul Singh, Vivek S. Borkar, Eric MoulinesLast-Iterate ConvergenceStochastic Approximation

  6. A Contraction Framework for Stochastic Operators with Bootstrapping: Application to TD Learning

    Sep 24, 2026Ids van der Werf, Sergio Rozada, Antonio G. MarquesStochastic ApproximationTemporal-Difference Learning

  7. Distributed Stochastic Approximation Algorithms and Heavy-Tailed Age of Information

    Sep 23, 2026Adrian Redder, Arunselvan Ramaswamy, Holger KarlStochastic ApproximationAge of Information

  8. Polyak-Type Extragradient Methods for Monotone Root-Finding Problems

    Sep 22, 2026TaeHo Yoon, Sayantan Choudhury, Ezra Greenberg +1Stochastic Approximation

  9. Locally Private Inference for Riemannian Stochastic Optimization

    Sep 18, 2026Xiaotian Chang, Yangdi Jiang, Qirui HuRiemannian OptimizationConfidence Region Estimation

  10. The Bias of Nonlinear Two-Time-scale Stochastic Approximation under Constant Step-Sizes

    Sep 17, 2026Djamel Rassem Lamouri, Dorian Baudry, Nicolas GastStochastic ApproximationTwo-Timescale Stochastic Approximation

  11. Improving the Last-Iterate Guarantees of Anytime Algorithms for Stochastic Monotone Variational Inequalities

    Sep 14, 2026Jun-Hyun Kim, Ahmet AlacaogluLast-Iterate ConvergenceStochastic Approximation

  12. Inference for Newton Methods with Accelerated Sketch-and-Project via Random Scaling

    Sep 14, 2026Xinchen Du, Elizaveta Rebrova, Micha\l Dereziński +1Stochastic ApproximationSecond-Order Optimization

  13. Steady-State Convergence of Stochastic Approximation

    Sep 14, 2026Yixuan Zhang, Qiaomin XieStochastic ApproximationQ-Learning

  14. Oracle Complexity of Stochastic Fixed-Point Equations with Nonexpansive Maps

    Sep 8, 2026Jelena Diakonikolas, Cristóbal Guzmán, David Martínez-RubioOracle ComplexityStochastic Approximation

  15. A Finite-Sample Analysis of Quantile Temporal-Difference Learning

    Aug 27, 2026Zijie Cheng, Xiang Li, Yang Peng +1Distributional RLStochastic Approximation

  16. Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization

    Aug 12, 2026TaeHo Yoon, Nicolas LoizouStochastic Approximation

  17. Self-Normalized Inference for Constant-Stepsize Temporal-Difference Learning under Markovian Sampling

    Aug 11, 2026Min Zeng, Yichen Zhang, Xiaofeng ShaoConfidence Region EstimationStochastic Approximation

  18. Stochastic gradient descent with discontinuity across a manifold

    Aug 7, 2026Vivek S. BorkarStochastic ApproximationGradient Descent Dynamics

  19. Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach

    Jul 20, 2026Siddharth ChandakStochastic Approximation

  20. Non-Expansive Two-Time-Scale Stochastic Approximation: A Fixed-Schedule One-Quarter Barrier and Bias-Corrected Acceleration

    Jul 15, 2026Dhruv Sarkar, Vaneet AggarwalLast-Iterate ConvergenceStochastic Approximation

  21. Solving Stochastic Fixed-Point Equations with High Probability

    Jul 10, 2026Jelena DiakonikolasStochastic ApproximationStochastic Optimization Convergence

  22. Adaptive MPPI with Online Disturbance Covariance Estimation: Provable Stability Tightening via Spatial Smoothing

    Jul 9, 2026Hyung-Jin Yoon, Hunmin KimLyapunov StabilityStochastic Approximation

  23. A Single Stepsize Suffices for Unprojected Linear TD(0): Simultaneous Robust and Fast Rates via Polyak--Ruppert Averaging

    Jun 23, 2026Wei-Cheng Lee, Francesco OrabonaStochastic ApproximationTemporal-Difference Learning

  24. Distribution-Aware Robust Bilevel Optimization: Quantile-Guided Huber Updates in Two-Timescale Stochastic Approximation

    Jun 21, 2026Zhiyu Li, Xi Xuan, Davide CarboneStochastic OptimizationStochastic Approximation

  25. Escaping the Variance Trap: Jacobian-Free Dynamics for Root-Finding Bilevel Optimization

    Jun 21, 2026Zhiyu Li, Xi Xuan, Davide CarboneStochastic ApproximationBilevel Optimization

  26. Central limit theorem for the averaged Adam optimizer

    Jun 19, 2026Steffen Dereich, Arnulf JentzenStochastic ApproximationStochastic Optimization Convergence