2 papers
math.PR2024
Accuracy of the Graphon Mean Field Approximation for Interacting Particle Systems
Sebastian Allmeier, Nicolas Gast
We consider a system of particles whose interactions are characterized by a (weighted) graph . Each particle is a node of the graph with an internal state. The state chang…
stat.ML2024
Computing the Bias of Constant-step Stochastic Approximation with Markovian Noise
Sebastian Allmeier, Nicolas Gast
We study stochastic approximation algorithms with Markovian noise and constant step-size . We develop a method based on infinitesimal generator comparisons to study the bias of…