The Mean-Field Limit of Online Stochastic Vector Balancing

Christian Fiedler, Joe Jackson, Daniel Lacker +1

We study an online vector balancing problem, in which $n$ independent Gaussian random vectors $\mathbf{\zeta }(1),\dots ,\mathbf{\zeta }(n)\sim \mathcal{N}(0,I_n)$, each of dimension $n…