Kiefer-Wolfowitz algorithm under quasi-associated random errors

DOI10.1080/03610926.2015.1044668MaRDI QIDQ2979027zbMATH OpenOpenAlexFDO

Authors Idir Arab, Abdelnasser Dahmani

Publication date 2 May 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1044668

zbMATH Keywords

complete convergenceexponential boundsKiefer-Wolfowitz algorithmminimizationoptimizationquasi-associated random variables

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Strong limit theorems (60F15) Measures of association (correlation, canonical correlation, etc.) (62H20) Stochastic approximation (62L20) Optimization problems in thermodynamics and heat transfer (80M50) Combinatorial optimization (90C27)

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Cites work

• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• An exponential inequality under weak dependence
• Association of Random Variables, with Applications
• Complete Convergence and the Law of Large Numbers
• Correlation inequalities on some partially ordered sets
• scientific article; zbMATH DE number 46307 (Why is no real title available?)
• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• Oppositional concepts in computational intelligence
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(3)

• Continuous-time Kiefer-Wolfowitz algorithm with randomized differences
• Consistency of stochastic approximation algorithm with quasi-associated random errors
• A Kiefer-Wolfowitz algorithm with randomized differences

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