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 $\ddot{I}{•}_{k+1}=F(\ddot{I}{•}_k,\hat{I}\pm (\ddot{I}{•}_k,U_{k+1}))$, $k\in \mathbb{N}$…