Pages that link to "Item:Q4717195"
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The following pages link to General results on the convergence of stochastic algorithms (Q4717195):
Displayed 18 items.
- Recursive estimators with Markovian jumps (Q360693) (← links)
- Recursive estimation for ordered eigenvectors of symmetric matrix with observation noise (Q549818) (← links)
- Almost sure convergence of Titterington's recursive estimator for mixture models (Q866603) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions (Q952845) (← links)
- The residual-based ESG algorithm and its performance analysis (Q964326) (← links)
- Self-tuning control based on multi-innovation stochastic gradient parameter estimation (Q999835) (← links)
- A stochastic gradient type algorithm for closed-loop problems (Q1013967) (← links)
- Weighted averaging and stochastic approximation (Q1367100) (← links)
- Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (Q1415531) (← links)
- On the control of a rigid body motion affected by stochastic white Gaussian noises. (Q1428401) (← links)
- Convergence of a stochastic approximation version of the EM algorithm (Q1807177) (← links)
- Quantile estimation with adaptive importance sampling (Q2380103) (← links)
- A behavioral stock market model (Q2482683) (← links)
- Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods (Q2488426) (← links)
- Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation (Q5421636) (← links)
- Strong Convergence for URN Models with Reducible Replacement Policy (Q5440639) (← links)
- Stochastic approximation algorithms: overview and recent trends. (Q5955825) (← links)