Asymptotic Distribution of Stochastic Approximation Procedures

Cited in

(98)

Asymptotic expansions of the Robbins-Monro process
Asymptotic behaviour of a class of stochastic approximation procedures
Inventory models under uncertainty: An adaptive approach
On the choice of step size in the Robbins-Monro procedure
Stochastic approximation with dependent noise
A new sequential design based on the Robbins-Monro procedure
Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
Recursive estimates of quantile based on 0-1 observations
On martingale limit theory and strong convergence results for stochastic approximation procedures
Analysis and design of decision-directed learning schemes using stochastic approximation
Asymptotically efficient approaches to quantum-mechanical parameter estimation
Stepwise BAN estimators for exponential families with multivariate normal applications
Robustized vector Robbins-Monro algorithm with applications to M-interval detection
Approximation methods for the unconstrained optimization
The application of stochastic approximation methods to the bio-assay problem
A stochastic Newton-Raphson method
Robustized recursive estimation with applications
Isotonic estimation in stochastic approximation
Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
Parameter estimation: Known vector signals in unknown Gaussian noise
Gaussian mixture parameter estimation with known means and unknown class-dependent variances
On the information-adaptive variants of the ADMM: an iteration complexity perspective
Optimization via simulation: A review
A new sequential approximation method
On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
Stochastic approximation and the final value theorem
An adaptive robustizing approach to Kalman filtering
Higher order representations of the Robbins--Monro process
General multilevel adaptations for stochastic approximation algorithms. II: CLTs
Stochastic approximation algorithms for superquantiles estimation
Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
Conditional quantile sequential estimation for stochastic codes
Adaptive designs for quantal dose-response experiments with false answers
Moderate deviations for a class of recursions
Three-phase optimal design of sensitivity experiments
Discussion of: ``Three-phase optimal design of sensitivity experiments
Efficient recursive estimation. Application to estimating the parameters of a covariance function
A variable metric technique for parameter optimization
Versuchspläne zur stochastischen Optimierung
On a stochastic approximation procedure based on averaging
Efficient and sparse neural networks by pruning weights in a multiobjective learning approach
Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises
Confidence intervals from stochastic approximation
Block stochastic gradient iteration for convex and nonconvex optimization
Penalty methods with stochastic approximation for stochastic nonlinear programming
Asymptotic Statistical Results: Theory and Practice
Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Asymptotic properties of a sequential estimator of expectation in the presence of trend
Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
A survey of literature on quantal response curves with a view toward application to the problem of selecting the curve with the smallest q-quantile (ediooq)
A new stochastic approximation procedure using quantile curves
On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation
A smoothing stochastic algorithm for quantile estimation
On a new stopping rule for stochastic approximation
An invariance principle for the Robbins-Monro process in a Hilbert space
scientific article; zbMATH DE number 3550576 (Why is no real title available?)
A sequential design for maximizing the probability of a favourable response
scientific article; zbMATH DE number 718744 (Why is no real title available?)
Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
A sparsity preserving stochastic gradient methods for sparse regression
Asymptotic behavior for the Robbins-Monro process
A stopping rule for threshold learning
An adaptive design to assess the reliability of the pyrotechnic control subsystem in opening the solar array
Monte carlo estimation for guaranteed-coverage non-normal tolerance intervals
Derivative-free optimization methods
Optimizing a unimodal response function for binary variables
An optimizing up-and-down design
scientific article; zbMATH DE number 3206654 (Why is no real title available?)
Up-and-Down Designs for Selecting the Dose with Maximum Success Probability
Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
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
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Efficient Robbins–Monro procedure for multivariate binary data
Stochastic approximation
Scalable estimation strategies based on stochastic approximations: classical results and new insights
Online Covariance Matrix Estimation in Stochastic Gradient Descent
Revisiting consistency of a recursive estimator of mixing distributions
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities
Central limit theorems for stochastic gradient descent with averaging for stable manifolds
Improving reinforcement learning algorithms: Towards optimal learning rate policies
The generalized Robbins-Monro process and its application to psychophysical experiments for threshold estimation
The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
Stochastic approximation and reinforcement learning: the interface and a little beyond
Convergence and concentration properties of constant step-size SGD through Markov chains
Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Statistical inference for decentralized federated learning
Online covariance matrix estimation in sketched Newton methods
Nonparametric recursive estimation of the copula
A Bayesian stochastic approximation method
Stochastic approximation and modern model-based designs for dose-finding clinical trials
Approximate dynamic programming and its applications to the design of Phase I cancer trials

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