Tag: sa

Quantifying Normality: Convergence Rate to Gaussian Limit for Stochastic Approximation and Unadjusted OU Algorithm arXiv:2602.13906v1 Announce Type: new Abstract: Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these asymptotic…