Kiefer–Wolfowitz algorithm under quasi-associated random errors

DOI10.1080/03610926.2015.1044668zbMath1369.93727OpenAlexW2329951834MaRDI QIDQ2979027

Abdelnasser Dahmani, Idir Arab

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1044668

zbMATH Keywords

optimizationcomplete convergenceexponential boundsminimizationquasi-associated random variablesKiefer-Wolfowitz algorithm

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Combinatorial optimization (90C27) Strong limit theorems (60F15) Stochastic approximation (62L20) Optimization problems in thermodynamics and heat transfer (80M50) Discrete approximations in optimal control (49M25)

Uses Software

• BRENT

Cites Work

• An exponential inequality under weak dependence
• Oppositional concepts in computational intelligence
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Correlation inequalities on some partially ordered sets
• Association of Random Variables, with Applications
• Complete Convergence and the Law of Large Numbers
• Stochastic Estimation of the Maximum of a Regression Function
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