On the almost sure asymptotic behaviour of stochastic algorithm
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Cites work
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Cited in
(39)- Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
- General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
- An almost sure central limit theorem for stochastic approximation algorithms
- Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
- Stochastic approximation algorithms for superquantiles estimation
- On the asymptotic behaviour of the Aragón Artacho-Campoy algorithm
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Estimation of the shift parameter in regression models with unknown distribution of the observations
- A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space.
- On the asymptotic rate of convergence of stochastic Newton algorithms and their weighted averaged versions
- Limit theorems with weights for vector-valued martingales
- On Optimal Algorithms in an Asymptotic Model with Gaussian Measure
- Recursive estimation in a class of models of deformation
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- Une version presque sûre du théorème de la limite centrale pour les algorithmes stochastiques
- scientific article; zbMATH DE number 1946759 (Why is no real title available?)
- A Law of Large Numbers for Rescaled Random Difference Equations
- A Robbins-Monro procedure for estimation in semiparametric regression models
- Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
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- scientific article; zbMATH DE number 952465 (Why is no real title available?)
- On the rates of convergence of parallelized averaged stochastic gradient algorithms
- Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
- Stochastic approximation algorithms: overview and recent trends.
- Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient
- On the inversion-free Newton's method and its applications
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- Natural Gradient Variational Bayes Without Fisher Matrix Analytic Calculation and Its Inversion
- On adaptive stochastic optimization for streaming data: a Newton's method with \( \mathcal{O}(dN)\) operations
- Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
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- Online and offline robust multivariate linear regression
- On adaptive and non-adaptive stochastic and deterministic algorithms
- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
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