2 papers
math.PR2014
A Multi-Step Richardson-Romberg Extrapolation Method For Stochastic Approximation
Noufel Frikha, Lorick Huang
We obtain an expansion of the implicit weak discretization error for the target of stochastic approximation algorithms introduced and studied in [Frikha2013]. This allows us to ext…
math.PR2012
Concentration Bounds for Stochastic Approximations
Noufel Frikha, Stephane Menozzi
We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler…