53 citations · 177 across the 34 of their papers we have counts for
3 papers · 1 filter
Revisiting the Constant Stepsize Stochastic Approximation with Decision-Dependent Markovian Noise
Hadi Hadavi, Wenlong Mou, Sergey Samsonov +1
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias a…
Optimal and instance-dependent guarantees for Markovian linear stochastic approximation
Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright +1
We study stochastic approximation procedures for approximately solving a -dimensional linear fixed point equation based on observing a trajectory of length from an ergodic M…
ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm
Chris Junchi Li, Wenlong Mou, Martin J. Wainwright +1
We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as…