On the irreducibility and convergence of a class of nonsmooth nonlinear state-space models on manifolds and their applications to zeroth-order optimization

Armand Gissler, Alain Durmus, Anne Auger

In this paper, we analyze a large class of general nonlinear state-space models on a state-space X, defined by the recursion ${\varphi }_{k+1}=F({\varphi }_k,\alpha ({\varphi }_k,U_{k+1}))$, $k\in \mathbb{N}$, wh…