Approximation Methods which Converge with Probability one

Cited in

(60)

Conditional quantile sequential estimation for stochastic codes
The application of stochastic approximation methods to the bio-assay problem
Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
Orthonormal Banach systems with applications to linear processes
Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter
A stochastic Newton-Raphson method
scientific article; zbMATH DE number 3206654 (Why is no real title available?)
On a new stopping rule for stochastic approximation
Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
Isotonic estimation in stochastic approximation
A new sequential approximation method
Asymptotic behaviour of a class of stochastic approximation procedures
On the choice of step size in the Robbins-Monro procedure
Stochastic approximation - A powerful method for solving deterministic numerical problems
Iterated least squares in multiperiod control
Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions
On a stochastic approximation procedure based on averaging
A stochastic contraction mapping theorem
Solving deterministic problems by stochastic approximation
Relative entropy minimization over Hilbert spaces via Robbins-Monro
Convergence of a recursive robust algorithm with strongly regular observations
Learning to make risk neutral choices in a symmetric world
A new stochastic approximation procedure using quantile curves
Day-to-day traffic assignment model considering information fusion and dynamic route adjustment ratio
Stopping times for stochastic approximation procedures
scientific article; zbMATH DE number 718744 (Why is no real title available?)
Central limit theorems for stochastic gradient descent with averaging for stable manifolds
Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
Applied stochastic approximation algorithms in Hilbert space
A limit theorem for the Robbins-Monro approximation
Lacunary systems and generalized linear processes
Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
Artificial neural networks: an econometric perspective^∗
Improving reinforcement learning algorithms: Towards optimal learning rate policies
Stochastic gradient descent: where optimization meets machine learning
scientific article; zbMATH DE number 3509632 (Why is no real title available?)
Recursive estimation of quantitles using recursive kernel density estimators
On the almost sure convergence of a general stochastic approximation procedure
A new sequential design based on the Robbins-Monro procedure
On a discrete stochastic approximation and its application to data analysis
On the rate of convergence of the Robbins-Monro method
SHOPPER: a probabilistic model of consumer choice with substitutes and complements
Online Covariance Matrix Estimation in Stochastic Gradient Descent
Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
scientific article; zbMATH DE number 7625199 (Why is no real title available?)
Regaining confidence in confidence intervals for the mean treatment effect
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Convergence of iterative processes of finding the equilibrium point in the presence of random error, and the estimation of its rate
scientific article; zbMATH DE number 3272790 (Why is no real title available?)
scientific article; zbMATH DE number 3619205 (Why is no real title available?)
Stochastic approximation
Stochastic approximation revisited
Derivative-free optimization methods
Approximation methods for the unconstrained optimization
Asymptotic behavior for the Robbins-Monro process
A random observation process for stochastic approximation
Strong representation of an adaptive stochastic approximation procedure
ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization

This page was built for publication: Approximation Methods which Converge with Probability one

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5827417)