Bias in Stochastic Approximation Cannot Be Eliminated With Averaging
Published in 2022 58th Annual Allerton Conference on Communication, Control, and Computing, 2022
This paper concerns bias and asymptotic statistics for stochastic approximation (SA) driven by Markovian noise. This extended abstract is organized into three parts:
- Background
- Asymptotic statistics with Markovian noise
- Quasi stochastic approximation.