A Newton-Raphson version of the multivariate Robbins-Monro procedure
From MaRDI portal
Recommendations
Cited in
(24)- A new sequential design based on the Robbins-Monro procedure
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- Fundamental design principles for reinforcement learning algorithms
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
- A gradient method for unconstrained optimization in noisy environment
- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
- scientific article; zbMATH DE number 4157849 (Why is no real title available?)
- Adaptive random search for continuous simulation optimization
- Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms
- Multidimensional stochastic approximation
- Smoothed functional algorithms for stochastic optimization using q-Gaussian distributions
- LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums
- Efficient Robbins–Monro procedure for multivariate binary data
- Stochastic approximation algorithms: overview and recent trends.
- Permutation-based multiple testing corrections for P -values and confidence intervals for cluster randomized trials
- Online estimation and inference for robust policy evaluation in reinforcement learning
- A penalized criterion for selecting the number of clusters for K-medians
- The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
- Regression estimation by local polynomial fitting for multivariate data streams
- Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
- Computing highly accurate confidence limits from discrete data using importance sampling
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
- Randomized Newton-Raphson
This page was built for publication: A Newton-Raphson version of the multivariate Robbins-Monro procedure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1061434)