Weighted means of processes in stochastic approximation
From MaRDI portal
Publication:1919752
zbMath0858.62070MaRDI QIDQ1919752
Publication date: 23 March 1997
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
consistency; initial value problem; speed of convergence; acceleration by weighted averaging; multivariate Kiefer-Wolfowitz procedure; optimal variance; recursive probability density estimation; weak invariance principles in Banach spaces
Related Items
Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms, The multivariate Révész's online estimator of a regression function and its averaging, A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm