On the almost sure asymptotic behaviour of stochastic algorithm

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

Authors: Mariane Pelletier 

Publication date: 18 November 1999

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

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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

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Cited In (31)

• 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
• 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
• Title not available (Why is that?)
• Limit theorems with weights for vector-valued martingales
• Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
• 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
• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
• 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
• Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
• A Robbins-Monro procedure for estimation in semiparametric regression models

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