On a Stochastic Approximation Method

Cited in

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Up-and-Down Designs for Selecting the Dose with Maximum Success Probability
Strong representation of an adaptive stochastic approximation procedure
Efficient Robbins–Monro procedure for multivariate binary data
Adaptive designs for quantal dose-response experiments with false answers
Robust Power Management via Learning and Game Design
Convergence of stochastic gradient descent under a local Łojasiewicz condition for deep neural networks
Risk-averse approximate dynamic programming with quantile-based risk measures
Item response theory -- a statistical framework for educational and psychological measurement
A stochastic Newton-Raphson method
Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
scientific article; zbMATH DE number 3206654 (Why is no real title available?)
On variance reduction for stochastic smooth convex optimization with multiplicative noise
On a new stopping rule for stochastic approximation
Isotonic estimation in stochastic approximation
A new sequential approximation method
Asymptotic behaviour of a class of stochastic approximation procedures
No-regret learning for repeated non-cooperative games with lossy bandits
Deep limits of residual neural networks
An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
On the choice of step size in the Robbins-Monro procedure
Iterated least squares in multiperiod control
Martingales and the Robbins-Monro procedure in \(D[0,1]\)
Optimization methods for large-scale machine learning
On a stochastic approximation procedure based on averaging
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
Solving deterministic problems by stochastic approximation
A sparsity preserving stochastic gradient methods for sparse regression
Stochastic approximation based confidence regions for stochastic variational inequalities
The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
Extremum seeking under stochastic noise and applications to mobile sensors
Block stochastic gradient iteration for convex and nonconvex optimization
Zeroth-order optimization with orthogonal random directions
Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
Asymptotic Statistical Results: Theory and Practice
Scalable estimation strategies based on stochastic approximations: classical results and new insights
Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems
Distributed stochastic compositional optimization problems over directed networks
Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
Convergence and concentration properties of constant step-size SGD through Markov chains
Statistical inference for decentralized federated learning
On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
Optimization via simulation: A review
scientific article; zbMATH DE number 718744 (Why is no real title available?)
Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
Central limit theorems for stochastic gradient descent with averaging for stable manifolds
Sensitivity analysis of stationary performance measures for Markov chains
How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
Stochastic approximation algorithms for superquantiles estimation
Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response
Efficient recursive estimation. Application to estimating the parameters of a covariance function
A limit theorem for the Robbins-Monro approximation
An invariance principle for the Robbins-Monro process in a Hilbert space
Computing highly accurate confidence limits from discrete data using importance sampling
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Convergence of Random Reshuffling under the Kurdyka–Łojasiewicz Inequality
Stochastic algorithms for self-consistent calculations of electronic structures
Fully-sequential procedures in nonlinear design problems
Penalty methods with stochastic approximation for stochastic nonlinear programming
On a continuous time stochastic approximation problem
Stochastic approximation and reinforcement learning: the interface and a little beyond
Why random reshuffling beats stochastic gradient descent
Efficient distributed learning in stochastic non-cooperative games without information exchange
Stochastic zeroth order descent with structured directions
Convergence rate of payoff-based generalized Nash equilibrium learning
Variations of the robbins—monro procedure for estimating ED(p)in the logit model
A fully stochastic second-order trust region method
Normal approximation and large deviations for the Robbins-Monro Process
scientific article; zbMATH DE number 3359655 (Why is no real title available?)
On the rate of convergence of the Robbins-Monro method
Learning dynamical systems with particle stochastic approximation EM
Convergence rate of incremental gradient and incremental Newton methods
A new random reshuffling method for nonsmooth nonconvex finite-sum optimization
Moderate deviations for a class of recursions
Asymptotic properties of a sequential estimator of expectation in the presence of trend
Stochastic optimization under hidden convexity
scientific article; zbMATH DE number 3860223 (Why is no real title available?)
Statistical inference for online decision making with Lasso loss function: in a contextual multi-armed bandit setting
Attaining specified reliability in component design: a stochastic approximation approach
An orthogonal series estimate of time-varying regression
scientific article; zbMATH DE number 7625199 (Why is no real title available?)
Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems
An optimizing up-and-down design
A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks
scientific article; zbMATH DE number 3272790 (Why is no real title available?)
System identification from noise-corrupted measurements
Application of multiple Fourier series to identification of multivariable non-stationary systems
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises
Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method
scientific article; zbMATH DE number 3619205 (Why is no real title available?)
Application of stochastic approximation to the tracking of a stochastic non-linear dynamic system†
A Bayesian stochastic approximation method
Stochastic approximation
Über ein Problem der stochastischen Approximation und ein Matrixsummierungsverfahren für Zahlenfolgen
A dynamic method of moments
Analysis and design of decision-directed learning schemes using stochastic approximation
Stepwise BAN estimators for exponential families with multivariate normal applications

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