Michael A. Kouritzin

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20152022

most citedConvergence Rates and Decoupling in Linear Stochastic Approximation Algorithms

1 citations · 1 across the 4 of their papers we have counts for

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math.ST2015

Marcinkiewicz Law of Large Numbers for Outer-products of Heavy-tailed, Long-range Dependent Data

Michael A. Kouritzin, Samira Sadeghi

The Marcinkiewicz Strong Law, $n \to \infty lim \frac{1}{n ^{\frac{1}{p}}} k = 1 \sum n (D_{k} - D) = 0$ a.s. with $p \in (1, 2)$ , is studied for outer products $D_k=X_k\overline{…

math.ST2015★ 1 cited

Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms

Michael A. Kouritzin, Samira Sadeghi

Almost sure convergence rates for linear algorithms $h_{k + 1} = h_{k} + \frac{1}{k ^{χ}} (b_{k} - A_{k} h_{k})$ are studied, where $χ \in (0, 1)$ , ${A_{k}}_{k = 1}^{\infty}$ are symmetric, positive sem…