Convergence Rate Bounds for the Mirror Descent Method: IQCs and the Bregman Divergence.

Mengmou Li Khaled Laib Ioannis Lestas

Published in: CoRR (2022)

Keyphrases

convergence rate
mahalanobis distance
objective function
step size
lower bound
upper bound
mutual information
statistical model
closed form
similarity measure
parameter estimation
optimization method