A Continuous Kiefer-Wolfowitz Procedure for Random Processes

DOI10.1214/AOMS/1177703558MaRDI QIDQ5340442zbMATH OpenOpenAlexFDO

Authors D. J. Sakrison

Publication date 1966

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703558

zbMATH Keywords

statistics

Cited in

(7)

• Asymptotic normality of the continuous-time stochastic approximation algorithm
• General convergence results for stochastic approximations via weak convergence theory
• scientific article; zbMATH DE number 3583158 (Why is no real title available?)
• Stochastic gradient descent in continuous time: a central limit theorem
• scientific article; zbMATH DE number 3272790 (Why is no real title available?)
• scientific article; zbMATH DE number 3406990 (Why is no real title available?)
• Simple and cumulative regret for continuous noisy optimization

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