On Asymptotic Normality in Stochastic Approximation

Cited in

(85)

Locating the minimum of a function when the errors of observation have unknown density
Asymptotic behaviour of a class of stochastic approximation procedures
Approximation of the initial reserve for known ruin probabilities
A stochastic Remes algorithm
Conditions of asymptotic efficiency of recursion estimates of the shift parameter
On the choice of step size in the Robbins-Monro procedure
The local asymptotic minimax adaptive property of a recursive estimate
Recursive estimates of quantile based on 0-1 observations
On martingale limit theory and strong convergence results for stochastic approximation procedures
Martingales and the Robbins-Monro procedure in \(D[0,1]\)
Complete cubic spline estimation of non-parametric regression functions
Stochastic approximation of global minimum points
On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
On recursive estimation for hidden Markov models
Accelerated randomized stochastic optimization.
Variance-constrained actor-critic algorithms for discounted and average reward MDPs
Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
Synchronization and functional central limit theorems for interacting reinforced random walks
Estimation of an optimal solution of a LP problem with unknown objective function
Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
Strong representation of an adaptive stochastic approximation procedure
New stochastic approximation algorithms with adaptive step sizes
A new hybrid stochastic approximation algorithm
Stochastic approximation algorithms for superquantiles estimation
Computation for latent variable model estimation: a unified stochastic proximal framework
Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
Statistical inference for model parameters in stochastic gradient descent
Why random reshuffling beats stochastic gradient descent
Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
Conditional quantile sequential estimation for stochastic codes
On the almost sure convergence of adaptive allocation procedures
On a stochastic approximation procedure based on averaging
Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises
New combinatorial direction stochastic approximation algorithms
Stopping rules for optimization algorithms based on stochastic approximation
Stochastic perturbation methods for spike-timing-dependent plasticity
Simulation-based optimization by new stochastic approximation algorithm
Recursive estimation of quantitles using recursive kernel density estimators
scientific article; zbMATH DE number 3860223 (Why is no real title available?)
Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
Wear convergence of stochastic approximation processes with random indices
CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
Multivariate recursive m estimators of location for dependent sequences
A smoothing stochastic algorithm for quantile estimation
An invariance principle for the Robbins-Monro process in a Hilbert space
An asymptotically more efficient non-linear state estimation scheme based on the stochastic approximation&dagger;
scientific article; zbMATH DE number 718744 (Why is no real title available?)
Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
Design issues for generalized linear models: a review
A modified second‐order SPSA optimization algorithm for finite samples
Parallel and bootstrapped stochastic approximation
Stochastic approximation type estimators in linear models
Artificial neural networks: an econometric perspective^∗
scientific article; zbMATH DE number 7387192 (Why is no real title available?)
Open Problem—Adaptive Constant-Step Stochastic Approximation
Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
Normal approximation and large deviations for the Robbins-Monro Process
A limit theorem for the Robbins-Monro approximation
Estimation problems associated with stochastic modeling of proliferation and differentiation of O-2A progenitor cells in vitro
Scalable estimation strategies based on stochastic approximations: classical results and new insights
Simultaneous perturbation stochastic approximation: towards one-measurement per iteration
Online Covariance Matrix Estimation in Stochastic Gradient Descent
Distributed stochastic compositional optimization problems over directed networks
Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
A one-measurement form of simultaneous perturbation stochastic approximation
Stochastic approximation and reinforcement learning: the interface and a little beyond
Convergence and concentration properties of constant step-size SGD through Markov chains
Learning dynamical systems with particle stochastic approximation EM
Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
On adaptive stochastic optimization for streaming data: a Newton's method with \( \mathcal{O}(dN)\) operations
Stochastic approximation based confidence regions for stochastic variational inequalities
Statistical inference for online decision making with Lasso loss function: in a contextual multi-armed bandit setting
Online covariance matrix estimation in sketched Newton methods
An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
Nonparametric recursive estimation of the copula
A combined direction stochastic approximation algorithm
Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
A stopping rule for stochastic approximation

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