F. Bach and E. Moulines, Non-asymptotic analysis of stochastic approximation algorithms for machine learning, Proc. Ann. Conf
URL : https://hal.archives-ouvertes.fr/hal-00608041

H. H. Bauschke and P. L. , Combettes, Convex Analysis and Monotone Operator Theory in Hilbert Spaces, 2011.
DOI : 10.1007/978-1-4419-9467-7

P. Bianchi, W. Hachem, and F. Iutzeler, A stochastic coordinate descent primal-dual algorithm and applications to large-scale composite optimization, 2014.

A. Chambolle and T. Pock, A First-Order Primal-Dual Algorithm for Convex Problems with??Applications to Imaging, Journal of Mathematical Imaging and Vision, vol.60, issue.5, pp.120-145, 2011.
DOI : 10.1007/s10851-010-0251-1

URL : https://hal.archives-ouvertes.fr/hal-00490826

C. Chaux, P. L. Combettes, J. Pesquet, and V. R. Wajs, A variational formulation for frame-based inverse problems, Inverse Problems, vol.23, issue.4, pp.1495-1518, 2007.
DOI : 10.1088/0266-5611/23/4/008

URL : https://hal.archives-ouvertes.fr/hal-00621883

P. L. Combettes, Solving monotone inclusions via compositions of nonexpansive averaged operators, Optimization, vol.93, issue.5-6, pp.475-504, 2004.
DOI : 10.1007/978-3-642-05156-2

URL : https://hal.archives-ouvertes.fr/hal-00017830

P. Combettes, L. Condat, J. Pesquet, and B. C. V?uv?u, A forwardbackward view of some primal-dual optimization methods in image recovery, Proc. IEEE Int. Conf. Image Process, pp.27-30
URL : https://hal.archives-ouvertes.fr/hal-01098038

P. L. Combettes and J. Pesquet, Proximal Thresholding Algorithm for Minimization over Orthonormal Bases, SIAM Journal on Optimization, vol.18, issue.4, pp.1351-1376, 2007.
DOI : 10.1137/060669498

URL : https://hal.archives-ouvertes.fr/hal-00621819

P. L. Combettes and J. Pesquet, Proximal Splitting Methods in Signal Processing, Fixed-Point Algorithms for Inverse Problems in Science and Engineering, pp.185-212, 2011.
DOI : 10.1007/978-1-4419-9569-8_10

URL : https://hal.archives-ouvertes.fr/hal-00643807

P. L. Combettes and J. Pesquet, Primal-Dual Splitting Algorithm for Solving Inclusions with Mixtures of Composite, Lipschitzian, and Parallel-Sum Type Monotone Operators, Set-Valued and Variational Analysis, vol.38, issue.2, pp.307-330, 2012.
DOI : 10.1007/s11228-011-0191-y

URL : https://hal.archives-ouvertes.fr/hal-00794044

P. L. Combettes and J. Pesquet, Stochastic Quasi-Fej??r Block-Coordinate Fixed Point Iterations with Random Sweeping, SIAM Journal on Optimization, vol.25, issue.2, pp.1221-1248, 2015.
DOI : 10.1137/140971233

URL : http://arxiv.org/abs/1404.7536

P. L. Combettes and J. Pesquet, Stochastic approximations and perturbations in forward-backward splitting for monotone operators, Pure Appl. Funct. Anal, vol.1, pp.13-37, 2016.
URL : https://hal.archives-ouvertes.fr/hal-01380000

P. L. Combettes and H. J. , Methods for digital restoration of signals degraded by a stochastic impulse response, IEEE Transactions on Acoustics, Speech, and Signal Processing, vol.37, issue.3, pp.393-401, 1989.
DOI : 10.1109/29.21706

P. L. Combettes and B. C. V?uv?u, Variable metric forward???backward splitting with applications to monotone inclusions in duality, Optimization, vol.76, issue.9, pp.1289-1318, 2014.
DOI : 10.1137/S1052623494250415

URL : https://hal.archives-ouvertes.fr/hal-01076989

P. L. Combettes and I. Yamada, Compositions and convex combinations of averaged nonexpansive operators, Journal of Mathematical Analysis and Applications, vol.425, issue.1, pp.55-70, 2015.
DOI : 10.1016/j.jmaa.2014.11.044

P. L. Combettes and B. C. V?uv?u, Variable metric forward???backward splitting with applications to monotone inclusions in duality, Optimization, vol.76, issue.9, pp.1289-1318, 2014.
DOI : 10.1137/S1052623494250415

URL : https://hal.archives-ouvertes.fr/hal-01076989

P. L. Combettes and V. R. Wajs, Signal Recovery by Proximal Forward-Backward Splitting, Multiscale Modeling & Simulation, vol.4, issue.4, pp.1168-1200, 2005.
DOI : 10.1137/050626090

URL : https://hal.archives-ouvertes.fr/hal-00017649

L. Condat, A Primal???Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms, Journal of Optimization Theory and Applications, vol.23, issue.1???2, pp.460-479, 2013.
DOI : 10.1007/s10957-012-0245-9

URL : https://hal.archives-ouvertes.fr/hal-00609728

J. Duchi and Y. Singer, Efficient online and batch learning using forward backward splitting, J. Mach. Learn. Res, vol.10, pp.2899-2934, 2009.

Y. M. Ermoliev and Z. V. Nekrylova, The method of stochastic gradients and its application, Seminar: Theory of Optimal Solutions, pp.24-47, 1967.

E. Esser, X. Zhang, and T. Chan, A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science, SIAM Journal on Imaging Sciences, vol.3, issue.4, pp.1015-1046, 2010.
DOI : 10.1137/09076934X

O. V. Guseva, Convergence rate of the method of generalized stochastic gradients, Cybernetics, vol.7, issue.4, pp.143-145, 1971.
DOI : 10.1007/BF01071048

B. He and X. Yuan, Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective, SIAM Journal on Imaging Sciences, vol.5, issue.1, pp.119-149, 2012.
DOI : 10.1137/100814494

N. Komodakis and J. Pesquet, Playing with Duality: An overview of recent primal?dual approaches for solving large-scale optimization problems, IEEE Signal Processing Magazine, vol.32, issue.6, pp.31-54, 2015.
DOI : 10.1109/MSP.2014.2377273

URL : https://hal.archives-ouvertes.fr/hal-01010437

H. J. Kushner and G. G. Yin, Stochastic Approximation and Recursive Algorithms with Applications, 2003.

J. Kone?-cn´ycn´y, J. Liu, P. Richtárik, and M. Taká?-c, Mini-Batch Semi-Stochastic Gradient Descent in the Proximal Setting, IEEE Journal of Selected Topics in Signal Processing, vol.10, issue.2, pp.242-255, 2016.
DOI : 10.1109/JSTSP.2015.2505682

S. Ono, M. Yamagishi, and I. Yamada, A sparse system identification by using adaptively-weighted total variation via a primal-dual splitting approach, 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp.26-31, 2013.
DOI : 10.1109/ICASSP.2013.6638822

M. Pereyra, P. Schniter, E. Chouzenoux, J. Pesquet, J. Tourneret et al., A Survey of Stochastic Simulation and Optimization Methods in Signal Processing, IEEE Journal of Selected Topics in Signal Processing, vol.10, issue.2, pp.224-241, 2016.
DOI : 10.1109/JSTSP.2015.2496908

URL : https://hal.archives-ouvertes.fr/hal-01312917

J. Pesquet and A. Repetti, A class of randomized primal-dual algorithms for distributed optimization, J. Nonlinear Convex Anal, vol.16, pp.2453-2490, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01077615

H. Robbins and S. Monro, A Stochastic Approximation Method, The Annals of Mathematical Statistics, vol.22, issue.3, pp.400-407, 1951.
DOI : 10.1214/aoms/1177729586

L. Rosasco, S. Villa, and B. C. V?uv?u, Convergence of stochastic proximal gradient algorithm, 2014.

L. Rosasco, S. Villa, and B. C. V?uv?u, Stochastic Forward???Backward Splitting for Monotone Inclusions, Journal of Optimization Theory and Applications, vol.76, issue.5, pp.388-406, 2016.
DOI : 10.1007/s10957-016-0893-2

L. Rosasco, S. Villa, and B. C. V?uv?u, A stochastic inertial forwardbackward splitting algorithm for multivariate monotone inclusions
DOI : 10.1080/02331934.2015.1127371

URL : http://arxiv.org/abs/1507.00848

S. Shalev-shwartz and T. Zhang, Stochastic dual coordinate ascent methods for regularized loss minimization, J. Mach. Learn. Res, vol.14, pp.567-599, 2013.

N. Z. Shor, Minimization Methods for Non-Differentiable Functions, 1985.
DOI : 10.1007/978-3-642-82118-9

L. Xiao and T. Zhang, A Proximal Stochastic Gradient Method with Progressive Variance Reduction, SIAM Journal on Optimization, vol.24, issue.4, pp.2057-2075, 2014.
DOI : 10.1137/140961791

URL : http://arxiv.org/abs/1403.4699

M. Yamagishi, M. Yukawa, and I. Yamada, Acceleration of adaptive proximal forward-backward splitting method and its application to sparse system identification, 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp.4296-4299, 2011.
DOI : 10.1109/ICASSP.2011.5947303

B. C. V?uv?u, A splitting algorithm for dual monotone inclusions involving cocoercive operators, Adv. Comput. Math, vol.38, pp.667-681, 2013.

B. Widrow and S. D. Stearns, Adaptive Signal Processing, 1985.