Accelerated randomized stochastic optimization. (Q1434014)

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scientific article

Language	Label	Description	Also known as
English	Accelerated randomized stochastic optimization.	scientific article

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scholarly article

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Accelerated randomized stochastic optimization. (English)

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The Annals of Statistics

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publication date

1 July 2004

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full work available at URL

https://projecteuclid.org/euclid.aos/1059655913

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MaRDI profile type

MaRDI publication profile

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Asymptotic behaviour of a class of stochastic approximation procedures

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Multidimensional Stochastic Approximation Methods

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Lower rate of convergence for locating a maximum of a function

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A Kiefer-Wolfowitz algorithm with randomized differences

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Weighted Means in Stochastic Approximation of Minima

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Stochastic Approximation of Minima with Improved Asymptotic Speed

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On Asymptotic Normality in Stochastic Approximation

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Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

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Stochastic Estimation of the Maximum of a Regression Function

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Acceleration of Stochastic Approximation by Averaging

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Optimal order of accuracy of search algorithms in stochastic optimization

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Multivariate stochastic approximation using a simultaneous perturbation gradient approximation

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A one-measurement form of simultaneous perturbation stochastic approximation

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Identifiers

zbMATH Open document ID

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10.1214/aos/1059655913

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1434014

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