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Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning

Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning

26 May 2024
S. Samsonov
Eric Moulines
Qi-Man Shao
Zhuo-Song Zhang
Alexey Naumov
ArXivPDFHTML

Papers citing "Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning"

3 / 3 papers shown
Title
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression
Bhavya Agrawalla
Krishnakumar Balasubramanian
Promit Ghosal
25
2
0
20 Feb 2023
Fast Inference for Quantile Regression with Tens of Millions of
  Observations
Fast Inference for Quantile Regression with Tens of Millions of Observations
S. Lee
Yuan Liao
M. Seo
Youngki Shin
24
6
0
29 Sep 2022
Online Bootstrap Inference For Policy Evaluation in Reinforcement
  Learning
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning
Pratik Ramprasad
Yuantong Li
Zhuoran Yang
Zhaoran Wang
W. Sun
Guang Cheng
OffRL
50
26
0
08 Aug 2021
1