Derives novel high-dimensional concentration inequalities for vector-valued Markov chain martingales and applies them to TD learning for consistency guarantees matching asymptotic variance up to logs and O(T^{-1/4} log T) Gaussian approximation rate.
B.5 Proof of Corollary 3.2 Part of the proof is inspired by the proof of Lemma B.8 in Cattaneo et al
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Uncertainty quantification for Markov chain induced martingales with application to temporal difference learning
Derives novel high-dimensional concentration inequalities for vector-valued Markov chain martingales and applies them to TD learning for consistency guarantees matching asymptotic variance up to logs and O(T^{-1/4} log T) Gaussian approximation rate.