Encounters with Martingales in Statistics and Stochastic Optimization (Q6096242)
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scientific article; zbMATH DE number 7736179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Encounters with Martingales in Statistics and Stochastic Optimization |
scientific article; zbMATH DE number 7736179 |
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Encounters with Martingales in Statistics and Stochastic Optimization (English)
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11 September 2023
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martingales
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Harold Hotelling
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Joseph Doob
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Abraham Wald
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Herbert Robbins
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sequential experimental design
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stochastic approximation
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multi-armed bandits
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hidden Markov models
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particle filters
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