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math.OC2024
Asymptotic regularity of a generalised stochastic Halpern scheme
Nicholas Pischke, Thomas Powell
We provide abstract, general and highly uniform rates of asymptotic regularity for a generalized stochastic Halpern-style iteration, which incorporates a second mapping in the styl…
math.OC2024
A quantitative Robbins-Siegmund theorem
Morenikeji Neri, Thomas Powell
The Robbins-Siegmund theorem is one of the most important results in stochastic optimization, where it is widely used to prove the convergence of stochastic algorithms. We provide…