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20182022
most citedOn Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration

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math.PR2018

A note on concentration inequality for vector-valued martingales with weak exponential-type tails

Chris Junchi Li

We present novel martingale concentration inequalities for martingale differences with finite Orlicz- norms. Such martingale differences with weak exponential-type tails scatt…