3 papers
stat.ML2025
Gaussian Approximation for Two-Timescale Linear Stochastic Approximation
Bogdan Butyrin, Artemy Rubtsov, Alexey Naumov +2
In this paper, we establish non-asymptotic bounds for accuracy of normal approximation for linear two-timescale stochastic approximation (TTSA) algorithms driven by martingale diff…
stat.ML2025
Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximation
Bogdan Butyrin, Eric Moulines, Alexey Naumov +3
In this paper, we refine the Berry-Esseen bounds for the multivariate normal approximation of Polyak-Ruppert averaged iterates arising from the linear stochastic approximation (LSA…
math.CO2024
A counterexample to conjecture "Catch 22"
Bogdan Butyrin, Vladimir Gurvich, Anton Lutsenko +2
We construct a finite deterministic graphical (DG) game without Nash equilibria in pure stationary strategies. This game has 3 players and 5 outcomes: 2 terminal $a_1…