On the almost sure asymptotic behaviour of stochastic algorithm
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Cited in
(36)- 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
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- Natural Gradient Variational Bayes Without Fisher Matrix Analytic Calculation and Its Inversion
- On the rates of convergence of parallelized averaged stochastic gradient algorithms
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- On adaptive stochastic optimization for streaming data: a Newton's method with \( \mathcal{O}(dN)\) operations
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- 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
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- A Robbins-Monro procedure for estimation in semiparametric regression models
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