Acceleration of Stochastic Approximation by Averaging (Q4012456)
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English | Acceleration of Stochastic Approximation by Averaging |
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Acceleration of Stochastic Approximation by Averaging (English)
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27 September 1992
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new recursive algorithm
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averaging of trajectories
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asymptotic normality
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almost sure convergence
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highest possible rate of convergence
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identification
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nonlinear problem
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stochastic optimization
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estimation of the regression parameters
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