Stochastic approximation in infinite dimensions

arXiv:2402.17258v1 Announce Type: cross
Abstract: Stochastic Approximation (SA) was introduced in the early 1950's and has been an active area of research for several decades. While the initial focus was on statistical questions, it was seen to have applications to signal processing, convex optimisation. %Over the last decade, there has been a revival of interest in SA as In later years SA has found application in Reinforced Learning (RL) and led to revival of interest.
While bulk of the literature …

abstract applications approximation arxiv dimensions focus math.fa math.pr math.st optimisation processing questions research signal statistical stat.ml stat.th stochastic type