Essec\Faculty\Model\Contribution {#2188
#_index: "academ_contributions"
#_id: "13868"
#_source: array:26 [
"id" => "13868"
"slug" => "deviation-inequalities-for-stochastic-approximation-by-averaging"
"yearMonth" => "2022-10"
"year" => "2022"
"title" => "Deviation inequalities for stochastic approximation by averaging"
"description" => "FAN, X., ALQUIER, P. et DOUKHAN, P. (2022). Deviation inequalities for stochastic approximation by averaging. <i>Stochastic Processes and their Applications</i>, 152, pp. 452-485."
"authors" => array:3 [
0 => array:3 [
"name" => "ALQUIER Pierre"
"bid" => "B00809923"
"slug" => "alquier-pierre"
]
1 => array:1 [
"name" => "FAN Xiequan"
]
2 => array:1 [
"name" => "DOUKHAN Paul"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Deviation inequalities"
1 => "Martingales"
2 => "Iterated random functions"
3 => "Stochastic approximation by averaging"
4 => "Empirical risk minimization"
]
"updatedAt" => "2023-07-10 16:36:07"
"publicationUrl" => "https://doi.org/10.1016/j.spa.2022.07.002"
"publicationInfo" => array:3 [
"pages" => "452-485"
"volume" => "152"
"number" => ""
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We introduce a class of Markov chains that includes models of stochastic approximation by averaging and non-averaging. Using a martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions of such a chain, with different moment conditions on some dominating random variables of martingale differences. Finally, we apply these inequalities to stochastic approximation by averaging and empirical risk minimization."
"en" => "We introduce a class of Markov chains that includes models of stochastic approximation by averaging and non-averaging. Using a martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions of such a chain, with different moment conditions on some dominating random variables of martingale differences. Finally, we apply these inequalities to stochastic approximation by averaging and empirical risk minimization."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-05-02T23:21:46.000Z"
"docTitle" => "Deviation inequalities for stochastic approximation by averaging"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>, FAN Xiequan, DOUKHAN Paul"
"docDescription" => "<span class="document-property-authors">ALQUIER Pierre, FAN Xiequan, DOUKHAN Paul</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2022</span>"
"keywordList" => "<a href="#">Deviation inequalities</a>, <a href="#">Martingales</a>, <a href="#">Iterated random functions</a>, <a href="#">Stochastic approximation by averaging</a>, <a href="#">Empirical risk minimization</a>"
"docPreview" => "<b>Deviation inequalities for stochastic approximation by averaging</b><br><span>2022-10 | Journal articles </span>"
"docType" => "research"
"publicationLink" => "<a href="https://doi.org/10.1016/j.spa.2022.07.002" target="_blank">Deviation inequalities for stochastic approximation by averaging</a>"
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.641886
+"parent": null
}