Multidimensional Stochastic Approximation Methods

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The stochastic approximation method for the estimation of a multivariate probability density
Locating the minimum of a function when the errors of observation have unknown density
Solving deterministic problems by stochastic approximation
Analysis of a general recursive prediction error identification algorithm
Optimization of stochastic simulation models
Trends in identification
Stochastic approximation with dependent noise
Recursive estimates of quantile based on 0-1 observations
On a class of Robbins-Monro procedures
General convergence results for stochastic approximations via weak convergence theory
Cost versus time equilibrium over a network
Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
Accelerated randomized stochastic optimization.
Online estimation of hazard rate under random censoring
Approximate maximum likelihood estimation for population genetic inference
Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
A unified framework for stochastic optimization
Cyclic stochastic approximation with disturbance on input in the parameter tracking problem based on a multiagent algorithm
Continuous action set learning automata for stochastic optimization
Iterative processes: A survey of convergence theory using Lyapunov second method
Stochastic gradient processes: A survey of convergence theory using Lyapunov second method
A new hybrid stochastic approximation algorithm
On inference for fractional differential equations
A faster path-based algorithm with Barzilai-Borwein step size for solving stochastic traffic equilibrium models
Fundamental design principles for reinforcement learning algorithms
Matrices -- compensating the loss of anschauung
Relative entropy minimization over Hilbert spaces via Robbins-Monro
Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
Online estimation of integrated squared density derivatives
A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
Recursive estimators of integrated squared density derivatives
Stochastic approximation algorithm with randomization at the input for unsupervised parameters estimation of Gaussian mixture model with sparse parameters
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
The multivariate Révész's online estimator of a regression function and its averaging
Bayesian mode and maximum estimation and accelerated rates of contraction
Applications of sensitivity analysis for probit stochastic network equilibrium
A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
A bi-objective turning restriction design problem in urban road networks
A descent algorithm for constrained stochastic extrema
Versuchspläne zur stochastischen Optimierung
Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
Gradient estimation schemes for noisy functions
On the stochastic approximation method and optimal fittering theory
Stochastic equilibrium assignment with variable demand: theoretical and implementation issues
The price of reverse factoring: financing rates vs. payment delays
New combinatorial direction stochastic approximation algorithms
Stopping rules for optimization algorithms based on stochastic approximation
Simulation-based optimization by new stochastic approximation algorithm
scientific article; zbMATH DE number 3169078 (Why is no real title available?)
A composite likelihood approach to the analysis of longitudinal clonal data on multitype cellular systems under an age-dependent branching process
Computation and application of the paired combinatorial logit stochastic user equilibrium problem
Two-stage procedure for parameter estimation in large-scale interconnected linear zero-memory systems
Exploring or reducing noise? A global optimization algorithm in the presence of noise
A smoothing stochastic algorithm for quantile estimation
Algorithmes stochastiques de r�solution d'�quations et d'in�quations variationnelles
scientific article; zbMATH DE number 3509632 (Why is no real title available?)
scientific article; zbMATH DE number 3619205 (Why is no real title available?)
A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data
An ant colony optimisation algorithm for solving the asymmetric traffic assignment problem
Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation
Ein verallgemeinertes adaptives Modell zur Beschreibung von Lern- und Identifikationsprozessen
Recursive kernel regression estimation under α – mixing data
A Stochastic Second-Order Generalized Estimating Equations Approach for Estimating Association Parameters
Adaptive recursive kernel conditional density estimators under censoring data
Optimization-based calibration of simulation input models
Multivariate extensions of expectiles risk measures
Adaptive learning algorithm convergence in passive and reactive environments
Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
Multidimensional stochastic approximation
Derivative-free optimization methods
scientific article; zbMATH DE number 3206654 (Why is no real title available?)
scientific article; zbMATH DE number 3359655 (Why is no real title available?)
A stochastic variable metric algorithm for system modelling and identification
scientific article; zbMATH DE number 3406990 (Why is no real title available?)
Estimation bias and bias correction in reduced rank autoregressions
Real-space renormalization-group methods for hierarchical spin glasses
Learning automata algorithms for pattern classification.
Encounters with Martingales in Statistics and Stochastic Optimization
Generalized linear models for massive data via doubly-sketching
Day-to-day signal retiming scheme for single-destination traffic networks based on a flow splitting approach
Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles
Reliability-based mixed traffic equilibrium problem under endogenous market penetration of connected autonomous vehicles and uncertainty in supply
Optimal experimental design: formulations and computations
Convergence of stochastic approximation via martingale and converse Lyapunov methods
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data
Stochastic optimization under hidden convexity
Almost-surely convergent randomly activated monotone operator splitting methods
Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
Stochastic approximation in infinite dimensions
Recent advances in stochastic approximation with applications to optimization and fixed point problems
Recursive nonparametric predictive for a discrete regression model
Equilibrium analysis for emerging mobility services with loyalty bundle schemes
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
Stochastic approximation search algorithms with randomization at the input
Aggregation and equilibrium with multinomial logit models
Method of successive weighted averages (MSWA) and self-regulated averaging schemes for solving stochastic user equilibrium problem
A combined direction stochastic approximation algorithm

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