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Result: An ODE method to prove the geometric convergence of adaptive stochastic algorithms

Title:

An ODE method to prove the geometric convergence of adaptive stochastic algorithms

Authors:

Akimoto, Youhei ^{a, b, ⁎}, Auger, Anne ^c, Hansen, Nikolaus ^c

Source:

In Stochastic Processes and their Applications March 2022 145:269-307

Database:

ScienceDirect

*Result*: An ODE method to prove the geometric convergence of adaptive stochastic algorithms