Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
DOI10.2202/1558-3708.1000zbMATH Open1178.62089OpenAlexW3121601082MaRDI QIDQ3368286FDOQ3368286
Authors: Xiaohong Chen, Halbert White 
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/4z4380t7
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Asymptotic distribution theory in statistics (62E20) Applications of functional analysis in probability theory and statistics (46N30) Stochastic approximation (62L20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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- Stochastic forward-backward splitting for monotone inclusions
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
- Uncertainty quantification for stochastic approximation limits using chaos expansion
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
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