Asymptotically efficient stochastic approximation

DOI10.1080/17442509308833853MaRDI QIDQ4286659zbMATH OpenOpenAlexFDO

Authors Hanfu Chen

Publication date 16 March 1995

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509308833853

zbMATH Keywords

almost sure convergencerandom truncationRobbins-Monro stochastic approximation algorithmslow gain

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cited in

(18)

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• Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
• Semimartingale stochastic approximation procedure and recursive estimation
• Efficiency of the stochastic approximation method
• A generalization of the averaging procedure: the use of two-time-scale algorithms
• Asymptotic Efficiency of Estimators: Algorithmic Approach
• Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
• A stochastic estimation algorithm with observation averaging
• scientific article; zbMATH DE number 4213221 (Why is no real title available?)
• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
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• Asymptotic Efficiency of Perturbation-Analysis-Based Stochastic Approximation with Averaging
• scientific article; zbMATH DE number 952465 (Why is no real title available?)
• Continuous-time stochastic approximation: Convergence and asymptotic efficiency
• On Recursive Estimation in Incomplete Data Models
• Trajectory averaging for stochastic approximation MCMC algorithms
• Estimation and inference in adaptive learning models with slowly decreasing gains
• Nonlinear stochastic approximation procedures for \(L_ p\) loss functions

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