Establishes maximal concentration bounds for stochastic approximation under heavy-tailed Markovian noise, with tails ranging from sub-Gaussian to heavier than Weibull depending on step sizes and contractivity properties, plus a truncation argument for unbounded noise.
arXiv preprint arXiv:1909.00843 , year=
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
Stochastic integer optimization has sample complexity that matches, undercuts, or exceeds the continuous case based on objective structure, with new tight bounds for nonconvex continuous problems.
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Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise
Establishes maximal concentration bounds for stochastic approximation under heavy-tailed Markovian noise, with tails ranging from sub-Gaussian to heavier than Weibull depending on step sizes and contractivity properties, plus a truncation argument for unbounded noise.
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Sample Complexity of Stochastic Optimization with Integer Variables
Stochastic integer optimization has sample complexity that matches, undercuts, or exceeds the continuous case based on objective structure, with new tight bounds for nonconvex continuous problems.