Multidimensional Stochastic Approximation Methods
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(only showing first 100 items - show all)- A bi-objective turning restriction design problem in urban road networks
- Derivative-free optimization methods
- On a class of Robbins-Monro procedures
- Fundamental design principles for reinforcement learning algorithms
- Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
- A unified framework for stochastic optimization
- On the stochastic approximation method and optimal fittering theory
- Generalized linear models for massive data via doubly-sketching
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
- A smoothing stochastic algorithm for quantile estimation
- Stochastic equilibrium assignment with variable demand: theoretical and implementation issues
- Algorithmes stochastiques de r�solution d'�quations et d'in�quations variationnelles
- Matrices -- compensating the loss of anschauung
- The stochastic approximation method for the estimation of a multivariate probability density
- 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
- Multidimensional stochastic approximation
- Recursive estimators of integrated squared density derivatives
- scientific article; zbMATH DE number 3206654 (Why is no real title available?)
- Reliability-based mixed traffic equilibrium problem under endogenous market penetration of connected autonomous vehicles and uncertainty in supply
- General convergence results for stochastic approximations via weak convergence theory
- Optimization of stochastic simulation models
- Adaptive recursive kernel conditional density estimators under censoring data
- A combined direction stochastic approximation algorithm
- Day-to-day signal retiming scheme for single-destination traffic networks based on a flow splitting approach
- Method of successive weighted averages (MSWA) and self-regulated averaging schemes for solving stochastic user equilibrium problem
- The price of reverse factoring: financing rates vs. payment delays
- Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses
- Stochastic approximation in infinite dimensions
- A stochastic variable metric algorithm for system modelling and identification
- A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data
- Optimization-based calibration of simulation input models
- Stopping rules for optimization algorithms based on stochastic approximation
- scientific article; zbMATH DE number 3406990 (Why is no real title available?)
- Solving deterministic problems by stochastic approximation
- Relative entropy minimization over Hilbert spaces via Robbins-Monro
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
- Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Optimal experimental design: formulations and computations
- An ant colony optimisation algorithm for solving the asymmetric traffic assignment problem
- The multivariate Révész's online estimator of a regression function and its averaging
- Online estimation of hazard rate under random censoring
- Iterative processes: A survey of convergence theory using Lyapunov second method
- Stochastic gradient processes: A survey of convergence theory using Lyapunov second method
- Real-space renormalization-group methods for hierarchical spin glasses
- Aggregation and equilibrium with multinomial logit models
- A faster path-based algorithm with Barzilai-Borwein step size for solving stochastic traffic equilibrium models
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Continuous action set learning automata for stochastic optimization
- Trends in identification
- Applications of sensitivity analysis for probit stochastic network equilibrium
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
- Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
- Recent advances in stochastic approximation with applications to optimization and fixed point problems
- scientific article; zbMATH DE number 3169078 (Why is no real title available?)
- Online estimation of integrated squared density derivatives
- Stochastic approximation search algorithms with randomization at the input
- Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles
- A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
- A new hybrid stochastic approximation algorithm
- Stochastic approximation with dependent noise
- Extremum seeking of dynamical systems via gradient descent and stochastic approximation methods
- Cyclic stochastic approximation with disturbance on input in the parameter tracking problem based on a multiagent algorithm
- Approximate maximum likelihood estimation for population genetic inference
- Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
- Recursive nonparametric predictive for a discrete regression model
- scientific article; zbMATH DE number 3509632 (Why is no real title available?)
- Convergence of stochastic approximation via martingale and converse Lyapunov methods
- Bayesian mode and maximum estimation and accelerated rates of contraction
- Accelerated randomized stochastic optimization.
- On inference for fractional differential equations
- A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data
- Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
- Versuchspläne zur stochastischen Optimierung
- scientific article; zbMATH DE number 3359655 (Why is no real title available?)
- Estimation bias and bias correction in reduced rank autoregressions
- Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation
- Locating the minimum of a function when the errors of observation have unknown density
- Simulation-based optimization by new stochastic approximation algorithm
- Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
- Analysis of a general recursive prediction error identification algorithm
- Stochastic approximation algorithm with randomization at the input for unsupervised parameters estimation of Gaussian mixture model with sparse parameters
- Stochastic design optimization of asynchronous flexible assembly systems
- Stochastic optimization under hidden convexity
- Encounters with Martingales in Statistics and Stochastic Optimization
- Adaptive learning algorithm convergence in passive and reactive environments
- Almost-surely convergent randomly activated monotone operator splitting methods
- Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
- Ein verallgemeinertes adaptives Modell zur Beschreibung von Lern- und Identifikationsprozessen
- Gradient estimation using Lagrange interpolation polynomials
- A descent algorithm for constrained stochastic extrema
- Recursive estimates of quantile based on 0-1 observations
- A Stochastic Second-Order Generalized Estimating Equations Approach for Estimating Association Parameters
- Stochastic approximation and modern model-based designs for dose-finding clinical trials
- Exploring or reducing noise? A global optimization algorithm in the presence of noise
- Simultaneous perturbation stochastic approximation of nonsmooth functions
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
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