Convergence of stochastic approximation algorithms under irregular conditions

DOI10.1111/J.1467-9574.2008.00397.XMaRDI QIDQ3525733zbMATH OpenOpenAlexFDO

Authors Jian Zhang, Faming Liang

Publication date 18 September 2008

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2008.00397.x

zbMATH Keywords

M-estimators

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

• A Stochastic Approximation Method
• Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1972910 (Why is no real title available?)
• Large-Scale Simultaneous Hypothesis Testing
• Robust Statistics
• Stochastic approximation and its applications
• Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence

Cited in

(4)

• Mini-batch learning of exponential family finite mixture models
• Consistency of stochastic approximation algorithm with quasi-associated random errors
• An alternative proof for convergence of stochastic approximation algorithms
• Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

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