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 $\hat{\mathbf{I}}\P (1),\dots ,\hat{\mathbf{I}}\P (n)\sim \mathcal{N}(0,I_n)$, each of dimension…