Asymptotically efficient stochastic approximation

DOI10.1080/17442509308833853zbMath0808.62072OpenAlexW2056698052MaRDI QIDQ4286659

Chen, Hanfu

Publication date: 16 March 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833853

zbMATH Keywords

almost sure convergencerandom truncationRobbins-Monro stochastic approximation algorithmslow gain

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (6)

Some results about averaging in stochastic approximation ⋮ Trajectory averaging for stochastic approximation MCMC algorithms ⋮ Estimation and inference in adaptive learning models with slowly decreasing gains ⋮ Semimartingale stochastic approximation procedure and recursive estimation ⋮ Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales ⋮ On Recursive Estimation in Incomplete Data Models

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