2 papers
math.PR2026
Refined Berry-Esseen bounds under local dependence
Zhi-Jun Cai, Qi-Man Shao, Zhuo-Song Zhang
In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method…
stat.ML2025
Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximation
Bogdan Butyrin, Eric Moulines, Alexey Naumov +3
In this paper, we refine the Berry-Esseen bounds for the multivariate normal approximation of Polyak-Ruppert averaged iterates arising from the linear stochastic approximation (LSA…