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Junghoon Seo

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#machine learning Preprint Sep 2026

Sharp Stationary Gaussian Approximation for Constant-Stepsize SGD

We prove a sharp Gaussian approximation for the invariant law of constant-stepsize SGD with bounded additive noise generated by an exogenous uniformly ergodic Markov chain. For a smooth, strongly convex objective with a Lipschitz Hessian and nondegenerate long-run noise covariance, the centered iterate normalized by th...

Junghoon Seo · 0 citations