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This work revisits the constant stepsize stochastic approximation algorithm for tracking a slowly moving target and obtains a bound for the tracking error that is valid for the entire time axis, using the Alekseev non-linear variation of constants formula.
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Laxminarayanan, C. and Szepesvari, C., “Linear stochastic approximation: how far does constant stepsize and iterate averaging go?” Proc. 21st Intel. Conf. on Artificial Intelligence and Statistics (AISTATS)
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Closest in time.
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