On the almost sure asymptotic behaviour of stochastic algorithm

DOI10.1016/S0304-4149(98)00029-5MaRDI QIDQ1807280zbMATH OpenFDO

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)

• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
• scientific article; zbMATH DE number 1946759 (Why is no real title available?)
• 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
• A Law of Large Numbers for Rescaled Random Difference Equations
• 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
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• Limit theorems with weights for vector-valued martingales
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• On Optimal Algorithms in an Asymptotic Model with Gaussian Measure
• On adaptive and non-adaptive stochastic and deterministic algorithms
• Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
• An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
• Estimation of the shift parameter in regression models with unknown distribution of the observations
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• A Robbins-Monro procedure for estimation in semiparametric regression models

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