@article{JMLR:v22:20-618,
  author  = {Joseph de Vilmarest and Olivier Wintenberger},
  title   = {Stochastic Online Optimization using Kalman Recursion},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {223},
  pages   = {1--55},
  url     = {http://jmlr.org/papers/v22/20-618.html}
}