On the almost sure asymptotic behaviour of stochastic algorithm

DOI10.1016/S0304-4149(98)00029-5zbMATH Open0926.62072MaRDI QIDQ1807280FDOQ1807280

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic approximation methods for constrained and unconstrained systems
• Regularly varying functions
• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
• Stochastic algorithms
• Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
• Asymptotic behaviour of a class of stochastic approximation procedures
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Asymptotic properties of least-squares estimates in stochastic regression models
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• Limit theorems for weighted sums and stochastic approximation processes
• Arithmetic means and invariance principles in stochastic approximation
• About the averaging approach in Gaussian schemes for stochastic approximation
• Some results about averaging in stochastic approximation
• Averaging for estimating covariances in stochastic approximation

Cited In (27)

• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Title not available (Why is that?)
• On the rates of convergence of parallelized averaged stochastic gradient algorithms
• General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
• Optimization based on a team of automata with binary outputs
• Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
• L^p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
• Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient
• On the asymptotic behaviour of the Aragón Artacho-Campoy algorithm
• On the inversion-free Newton's method and its applications
• Title not available (Why is that?)
• Limit theorems with weights for vector-valued martingales
• On Optimal Algorithms in an Asymptotic Model with Gaussian Measure
• Stochastic approximation algorithms for superquantiles estimation
• On adaptive and non-adaptive stochastic and deterministic algorithms
• An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
• Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
• Estimation of the shift parameter in regression models with unknown distribution of the observations
• An almost sure central limit theorem for stochastic approximation algorithms
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• Stochastic approximation algorithms: overview and recent trends.
• Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• On the asymptotic rate of convergence of stochastic Newton algorithms and their weighted averaged versions
• Recursive estimation in a class of models of deformation
• A Robbins-Monro procedure for estimation in semiparametric regression models

Recommendations

• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms 👍 👎
• Almost sure convergence of a class of stochastic algorithms 👍 👎
• An almost sure central limit theorem for stochastic approximation algorithms 👍 👎
• Une version presque sûre du théorème de la limite centrale pour les algorithmes stochastiques 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: On the almost sure asymptotic behaviour of stochastic algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807280)