On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
From MaRDI portal
Publication:2044347
Recommendations
- Subgeometric rates of convergence for a class of continuous-time Markov process
- Subgeometric Rates of Convergence of f-Ergodic Markov Chains
- Subgeometric rates of convergence for Markov processes under subordination
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Quantitative convergence rates for subgeometric Markov chains
- Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination
- On subexponential convergence to equilibrium of Markov processes
- Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
- Computable convergence rates for sub-geometric ergodic Markov chains
Cites work
- V-subgeometric ergodicity for a Hastings-Metropolis algorithm
- A stochastic algorithm for probabilistic independent component analysis
- A Stochastic Approximation Method
- An adaptive Metropolis algorithm
- Bayesian mixed effect atlas estimation with a diffeomorphic deformation model
- Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
- Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
- Convergence of a stochastic approximation version of the EM algorithm
- Coupling a stochastic approximation version of EM with an MCMC procedure
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity of Metropolis algorithms
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 6860839 (Why is no real title available?)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
- Markov Chains
- Maximum likelihood estimation in nonlinear mixed effects models
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Polynomial ergodicity of Markov transition kernels.
- Practical drift conditions for subgeometric rates of convergence.
- Properties of the stochastic approximation EM algorithm with mini-batch sampling
- Stability of Stochastic Approximation under Verifiable Conditions
- Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
Cited in
(4)- Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions
- Markovian stochastic approximation with expanding projections
- Stability of Stochastic Approximation under Verifiable Conditions
- Level-wise Subgeometric Convergence of the Level-increment Truncation Approximation of M/G/1-type Markov Chains
This page was built for publication: On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2044347)