Multivariate adaptive stochastic approximation

DOI10.1214/AOS/1176350496MaRDI QIDQ1122912zbMATH OpenOpenAlexFDO

Authors Ching-Zong Wei

Publication date 1987

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176350496

zbMATH Keywords

adaptive stochastic approximation procedure of Robbins-Monro typemultivariate versionVenter-type estimate of the Jacobian of the response function

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited in

(29)

• About Gaussian schemes in stochastic approximation
• On a continuous time stochastic approximation problem
• Martingale transforms with non-atomic limits and stochastic approximation
• General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
• Strong representation of an adaptive stochastic approximation procedure
• Multiple-source adaptation theory and algorithms
• Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
• Stochastic approximation with compound delayed observations
• A gradient method for unconstrained optimization in noisy environment
• Experiments with an adaptive multicut-HDMR map generation for slowly varying continuous multivariate functions
• scientific article; zbMATH DE number 3846704 (Why is no real title available?)
• scientific article; zbMATH DE number 4203518 (Why is no real title available?)
• A skewed version of the Robbins-Monro-Joseph procedure for binary response
• scientific article; zbMATH DE number 3963027 (Why is no real title available?)
• scientific article; zbMATH DE number 167281 (Why is no real title available?)
• A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data
• scientific article; zbMATH DE number 4113791 (Why is no real title available?)
• scientific article; zbMATH DE number 4113794 (Why is no real title available?)
• Continuous-time stochastic approximation: Convergence and asymptotic efficiency
• Multidimensional stochastic approximation
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging
• Efficient Robbins–Monro procedure for multivariate binary data
• An Adaptive Sampling and Domain Learning Strategy for Multivariate Function Approximation on Unknown Domains
• Stochastic approximation
• Scalable estimation strategies based on stochastic approximations: classical results and new insights
• Batching Adaptive Variance Reduction
• Nonlinear stochastic approximation procedures for \(L_ p\) loss functions
• A Bayesian stochastic approximation method

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