Almost sure convergence of a class of stochastic algorithms

DOI10.1016/0304-4149(94)90149-XzbMath0819.60033MaRDI QIDQ1318333

Jean Claude Biscarat

Publication date: 15 August 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

fixed pointstopping timesrandom algorithm

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Related Items (5)

Stochastic versions of the em algorithm: an experimental study in the mixture case ⋮ Convergence of the Monte Carlo expectation maximization for curved exponential families. ⋮ Asymptotic properties of a stochastic EM algorithm for mixtures with censored data ⋮ Two slice-EM algorithms for fitting generalized linear mixed models with binary response ⋮ Almost sure convergence of a class of stochastic algorithms

Cites Work

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• Tools for statistical inference. Observed data and data augmentation methods
• Almost sure convergence of a class of stochastic algorithms
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• A stochastic approximation type EM algorithm for the mixture problem
• Bounds on Moments of Certain Random Variables

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