Optimal and instance-dependent guarantees for Markovian linear stochastic approximation

Wenlong Mou, Ashwin Pananjady, Martin J. Wainwright, Peter L. Bartlett. Optimal and instance-dependent guarantees for Markovian linear stochastic approximation. In Po-Ling Loh, Maxim Raginsky, editors, Conference on Learning Theory, 2-5 July 2022, London, UK. Volume 178 of Proceedings of Machine Learning Research, pages 2060-2061, PMLR, 2022. [doi]

@inproceedings{MouPWB22,
  title = {Optimal and instance-dependent guarantees for Markovian linear stochastic approximation},
  author = {Wenlong Mou and Ashwin Pananjady and Martin J. Wainwright and Peter L. Bartlett},
  year = {2022},
  url = {https://proceedings.mlr.press/v178/mou22a.html},
  researchr = {https://researchr.org/publication/MouPWB22},
  cites = {0},
  citedby = {0},
  pages = {2060-2061},
  booktitle = {Conference on Learning Theory, 2-5 July 2022, London, UK},
  editor = {Po-Ling Loh and Maxim Raginsky},
  volume = {178},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}