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科学研究
报告题目:

Deviation inequalities for stochastic approximation by averaging

报告人:

范协铨 副教授(天津大学)

报告时间:

报告地点:

腾讯会议ID:422 463 596

报告摘要:

We introduce a class of Markov chains that includes models of stochastic approximation by averaging and non-averaging. Using a martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions of such a chain, with different moment conditions on some dominating random variables of martingale differences. Finally, we apply these inequalities to stochastic approximation by averaging. This talk is based on join work of Pierre Alquier, Jerome Dedecker and Paul Doukhan.

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