Averaging with feedback in Gaussian schemes for stochastic approximation

MaRDI QIDQ1376537zbMATH OpenFDO

Authors Alain Le Breton

Publication date 22 March 1998

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

zbMATH Keywords

averagingfeedbackGaussian martingale

Mathematics Subject Classification ID

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

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Cited in

(4)

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

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