The averaged Robbins-Monro method for linear problems in a Banach space
From MaRDI portal
Publication:2433968
DOI10.1007/s10959-006-0007-4zbMath1106.65047OpenAlexW2040576185MaRDI QIDQ2433968
Publication date: 31 October 2006
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-006-0007-4
Banach spacecentral limit theoreminvariance principlelinear operator equationstrong consistencylinear problemaveraged stochastic approximation
Numerical solutions to equations with linear operators (65J10) Equations and inequalities involving linear operators, with vector unknowns (47A50)
Related Items (6)
Stochastic fictitious play with continuous action sets ⋮ A new regularized stochastic approximation framework for stochastic inverse problems ⋮ Stochastic Approximation for Multivariate and Functional Median ⋮ Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm ⋮ Online estimation of the asymptotic variance for averaged stochastic gradient algorithms ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tauberian conditions for methods with sectional convergence
- New method of stochastic approximation type
- Arithmetic means and invariance principles in stochastic approximation
- Tauberian theorems for weighted means
- Convergence of the Robbins-Monro method for linear problems in a Banach space
- The invariance principle for Banach space valued random variables
- Stochastic approximation from ergodic sample for linear regression
- On extensions of Polyak's averaging approach to stochastic approximation
- Averaging procedures in adaptive filtering: an efficient approach
- Acceleration of Stochastic Approximation by Averaging
- Weighted Means in Stochastic Approximation of Minima
- On the Averaged Stochastic Approximation for Linear Regression
- A Stochastic Approximation Method
This page was built for publication: The averaged Robbins-Monro method for linear problems in a Banach space