scientific article; zbMATH DE number 976356
ARMAautoregressive modelsbibliographycausalitycontrollabilitycontrolled Markov chainsconvergence in distributiondiscrete-time modelsexamplesexcitationidentificationinfinite-horizon controlLyapunov function methodMarkov chain modelsmartingalesrate of convergencerecurrence of Markov chainsrecursive methodsregressionRobbins-Monro algorithmsequential statisticsstabilizationstochastic algorithmstracking
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic approximation (62L20) Sequential statistical methods (62L99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Stochastic systems and control (93E99)
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- Predictive neuro-control of uncertain systems: Design and use of a neuro-optimizer
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- Implementing adaptive nonlinear models
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- Computation of sensitivities for the invariant measure of a parameter dependent diffusion
- Weighted multilevel Langevin simulation of invariant measures
- Descent algorithm for nonsmooth stochastic multiobjective optimization
- Stochastic heavy ball
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
- Popularity signals in trial-offer markets with social influence and position bias
- Adaptive designs and Robbins-Monro algorithm
- On the convergence of reinforcement learning
- A test of correlation in the random coefficients of an autoregressive process
- Convergence of a stochastic approximation version of the EM algorithm
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
- Central limit theorems for iterated random Lipschitz mappings.
- Convergence rate of linear two-time-scale stochastic approximation.
- Practical drift conditions for subgeometric rates of convergence.
- Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains
- Recursive estimation of the conditional geometric median in Hilbert spaces
- Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
- Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control
- On the center of mass of the elephant random walk
- Stochastic approximation algorithms for superquantiles estimation
- New insights on the reinforced elephant random walk using a martingale approach
- Dimension reduction in recurrent networks by canonicalization
- Almost sure convergence of randomized urn models with application to elephant random walk
- Joint invariance principles for random walks with positively and negatively reinforced steps
- Introducing smooth amnesia to the memory of the elephant random walk
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- Non asymptotic controls on a recursive superquantile approximation
- Reinforced random walks under memory lapses
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- The stochastic approximation method for estimation of a distribution function
- Nonlinear randomized urn models: a stochastic approximation viewpoint
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- Inference for the degree distributions of preferential attachment networks with zero-degree nodes
- Moderate deviations in a class of stable but nearly unstable processes
- On the multi-dimensional elephant random walk
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
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- Conditional quantile sequential estimation for stochastic codes
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- Limit theorems for bifurcating integer-valued autoregressive processes
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- A generalized urn with multiple drawing and random addition
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- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Asymptotic spectral theory for nonlinear time series
- On non-ergodic asset prices
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
- The theta-dependence coefficient and an almost sure limit theorem for random iterative models
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- Avoidance of traps in stochastic approximation
- Linear stochastic approximation driven by slowly varying Markov chains
- Estimation of the shift parameter in regression models with unknown distribution of the observations
- An urn model of Diaconis
- A new covariance inequality and applications.
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
- Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
- Comments on the presence of serial correlation in the random coefficients of an autoregressive process
- Multidimensional walks with random tendency
- When control and state variations increase uncertainty: modeling and stochastic control in discrete time
- Nonparametric recursive method for moment generating function kernel-type estimators
- Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm
- Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: L^p and almost sure rates of convergence
- Limit theorems with weights for vector-valued martingales
- Importance sampling and statistical Romberg method for Lévy processes
- Convergence of Markovian stochastic approximation with discontinuous dynamics
- Langevin dynamics with constraints and computation of free energy differences
- Persistence for stochastic difference equations: a mini-review
- Stochastic switching in infinite dimensions with applications to random parabolic PDE
- Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
- The Nagaev-Guivarc'h method via the Keller-Liverani theorem
- First-order rounded integer-valued autoregressive (RINAR(l)) process
- Steady state and scaling limit for a traffic congestion model
- Stochastic approximation for multivariate and functional median
- Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates
- Robust permanence and impermanence for stochastic replicator dynamics
- On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
- scientific article; zbMATH DE number 5577556 (Why is no real title available?)
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