Author

Dongyang Huo

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Aug 2026

Prelimit Coupling and Steady-State Convergence of Constant-Step-Size Nonsmooth Contractive Stochastic Approximation

A prelimit coupling framework for analyzing nonsmooth stochastic approximation procedures is developed, which establishes Wasserstein convergence to a unique stationary distribution, characterize the limiting steady-state distribution as the step size vanishes, and shows that nonsmoothness can create a bias of order of...

Yi-Xuan Zhang, Dongyang Huo, Yu-Dong Chen et al. · Operational Research · 1 citation

#machine learning Open access Apr 2024

Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA

It is derived that the asymptotic bias of nonsmooth contractive stochastic approximation (SA) with constant stepsize is proportional to the square root of the stepsize, which stands in sharp contrast to smooth SA.

Yi-Xuan Zhang, Dongyang Huo, Yu-Dong Chen et al. · SIGMETRICS/Performance · 4 citations