On the almost sure asymptotic behaviour of stochastic algorithm

DOI10.1016/S0304-4149(98)00029-5MaRDI QIDQ1807280zbMATHFDO

Authors Mariane Pelletier

Publication date 18 November 1999

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

zbMATH Keywords

stochastic algorithmlaws of iterated logarithmquadratic laws of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Strong limit theorems (60F15)

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Cited in

(31)

• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Estimation of the shift parameter in regression models with unknown distribution of the observations
• An almost sure central limit theorem for stochastic approximation algorithms
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• Stochastic approximation algorithms for superquantiles estimation
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• On the inversion-free Newton's method and its applications
• On the rates of convergence of parallelized averaged stochastic gradient algorithms
• On adaptive and non-adaptive stochastic and deterministic algorithms
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• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
• L^p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
• A Law of Large Numbers for Rescaled Random Difference Equations
• Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
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• On Optimal Algorithms in an Asymptotic Model with Gaussian Measure
• Limit theorems with weights for vector-valued martingales

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