A limit theorem for the Robbins-Monro approximation
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Cites work
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- Approximation Methods which Converge with Probability one
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- scientific article; zbMATH DE number 3155151 (Why is no real title available?)
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Cited in
(14)- Asymptotic behaviour of a class of stochastic approximation procedures
- On the choice of step size in the Robbins-Monro procedure
- Isotonic estimation in stochastic approximation
- An estimate for the convergence rate of the Robbins-Monro process
- Stochastic approximation and the final value theorem
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
- Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
- scientific article; zbMATH DE number 3860223 (Why is no real title available?)
- Stochastic approximation models in estimating productivity
- Recursive M-estimators of location
- Asymptotic behavior for the Robbins-Monro process
- Parallel and bootstrapped stochastic approximation
- Asymptotically efficient recursive estimation for incomplete data models using the observed information.
- Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
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