Approximation Methods which Converge with Probability one

Cited in

(60)

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

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