Averaging with feedback in Gaussian schemes for stochastic approximation

zbMATH Open0884.62092MaRDI QIDQ1376537FDOQ1376537

Authors: Alain Le Breton 

Publication date: 22 March 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Recommendations

• Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms
• Some results about averaging in stochastic approximation
• Averaging for estimating covariances in stochastic approximation

zbMATH Keywords

averagingfeedbackGaussian martingale

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Stochastic approximation (62L20)

Cited In (4)

• Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms
• On the mean square error of randomized averaging algorithms
• About the averaging approach in Gaussian schemes for stochastic approximation
• Some results about averaging in stochastic approximation

This page was built for publication: Averaging with feedback in Gaussian schemes for stochastic approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1376537)