Y. Atchade, G. Fort, and E. Moulines, On Stochastic ProximalGradient algorithms, pp.2365-2366, 2014.

Y. Atchade, G. Fort, and E. Moulines, On Perturbed Proximal Gradient Algorithms, Journal of Machine Learning Research, vol.18, pp.1-33, 2017.
URL : https://hal.archives-ouvertes.fr/hal-01668239

J. Aujol and C. Dossal, Stability of over-relaxations for the ForwardBackward algorithm; application to FISTA, SIAM Journal on Optimisation, vol.25, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01163432

H. H. Bauschke and P. L. Combettes, Convex analysis and monotone operator theory in Hilbert spaces, CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC, 2011.
URL : https://hal.archives-ouvertes.fr/hal-01517477

A. Beck and M. Teboulle, A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems, SIAM J. Imaging Sci, vol.2, pp.183-202, 2009.

A. Chambolle and C. Dossal, On the Convergence of the Iterates of "FISTA, pp.1060130-1060133, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01060130

L. Chen, A short note on the Conditional Borel-Cantelli Lemma, Ann. Probab, vol.6, pp.699-700, 1978.

G. Fort, E. Ollier, and A. Samson, Stochastic Proximal-Gradient algorithms for penalized mixed models, Statistics and Computing, vol.29, pp.231-253, 2018.
URL : https://hal.archives-ouvertes.fr/hal-01526281

G. Fort, L. Risser, Y. Atchade, and E. Moulines, Stochastic FISTA Algorithms: so fast ?, Proceedings of the IEEE Workshop in Statistical Signal Processing, 2018.

P. Hall and C. Heyde, Martingale Limit Theory and its Application, 1980.

C. J. Oates, M. Girolami, and N. Chopin, Control functionals for Monte Carlo integration, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.79, pp.695-718, 2017.

M. Schmidt, N. Le-roux, and F. Bach, Convergence rates of inexact proximal-gradient methods for convex optimization, NIPS. See also the technical report, 2011.
URL : https://hal.archives-ouvertes.fr/inria-00618152