2026
High-Order Error Bounds for Markovian LSA with Richardson–Romberg Extrapolation
AAAI 2026technical
In this paper, we study the bias and high-order error bounds of the Linear Stochastic Approximation (LSA) algorithm with Polyak-Ruppert (PR) averaging under Markovian noise. We focus on the version of the algorithm with constant step size and propose a novel decomposition of the bias via a lineariza