Wasserstein-p Rates for Markov Chain CLT: Applications to Steady-State Convergence in Markovian SA

Yixuan Zhang, Qiaomin Xie

Contextual Online Pricing with (Biased) Offline Data

Yixuan Zhang, Ruihao Zhu, Qiaomin Xie

Memory, Nonlinearity, and Drift–Contraction in Stochastic Approximation with a Constant Stepsize

Yixuan Zhang, Lucy Huo, Qiaomin Xie

Submitted to Mathematics of Operations Research. 

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

Yixuan Zhang, Lucy Huo, Yudong Chen and Qiaomin Xie 

Minor revision at Operations Research

A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression

Yixuan Zhang, Lucy Huo, Yudong Chen and Qiaomin Xie

ACM SIGMETRICS 2025

The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize

Lucy Huo, Yixuan Zhang, Yudong Chen, Qiaomin Xie

NeurIPS 2024 (Spotlight)

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

Yixuan Zhang, Lucy Huo, Yudong Chen and Qiaomin Xie 

ACM SIGMETRICS 2024 [video] 

Constant Stepsize Q-learning: Distributional Convergence, Bias and Extrapolation

Yixuan Zhang and Qiaomin Xie

Reinforcement Learning Conference 2024