Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs (Q511483): Difference between revisions
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| Property / author: Zhang, Lixin / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / zbMATH DE Number: 6687420 / rank | |||
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stochastic approximation algorithms | |||
| Property / zbMATH Keywords: stochastic approximation algorithms / rank | |||
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central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
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urn model | |||
| Property / zbMATH Keywords: urn model / rank | |||
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adaptive design | |||
| Property / zbMATH Keywords: adaptive design / rank | |||
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Gaussian approximation | |||
| Property / zbMATH Keywords: Gaussian approximation / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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| Property / author: Zhang, Lixin / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1602.05708 / rank | |||
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| Property / OpenAlex ID: W3104630436 / rank | |||
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Latest revision as of 08:56, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs |
scientific article |
Statements
Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs (English)
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21 February 2017
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stochastic approximation algorithms
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central limit theorem
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urn model
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adaptive design
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Gaussian approximation
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stochastic differential equation
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