scientific article; zbMATH DE number 4151661

MaRDI QIDQ3481112zbMATH OpenFDO

Authors Alexandre B. Tsybakov

Publication date 1990

zbMATH Keywords

almost sure convergencelocal Taylor polynomial approximationsmean square convergenceminimaxminimum of a regression functionoptimal rates of convergencepassive stochastic approximationRecursive algorithmsroot of a regression equationsmooth regression functions

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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• Recursive local polynomial regression under dependence conditions
• Convergence and error bounds for passive stochastic algorithms using vanishing step size
• Passive stochastic approximation
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• Optimal and robust kernel algorithms for passive stochastic approximation
• Low order polynomial bounds on the expected performance of local improvement algorithms
• Convergence analysis of central and minimax algorithms in scalar regressor models

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