SPRB is a stochastic root-finding algorithm that attains parametric-rate, minimal-variance estimation for small derivatives at the root, exponential convergence for discontinuities, and near-minimax rates for vanishing derivatives, with nonasymptotic anytime-valid confidence sequences.
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The Root Finding Problem Revisited: Beyond the Robbins-Monro procedure
SPRB is a stochastic root-finding algorithm that attains parametric-rate, minimal-variance estimation for small derivatives at the root, exponential convergence for discontinuities, and near-minimax rates for vanishing derivatives, with nonasymptotic anytime-valid confidence sequences.