Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method

DOI10.2307/1428165zbMATH Open0881.62085OpenAlexW4249438002MaRDI QIDQ4332210FDOQ4332210

Authors: Jean-Claude Fort, Gilles Pagès 

Publication date: 22 February 1998

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1428165

Recommendations

• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
• Convergence Analysis of Stochastic Algorithms
• scientific article; zbMATH DE number 3941408

zbMATH Keywords

ordinary differential equationsstochastic algorithmsLyapounov functional

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

Cited In (19)

• Interacting generalized Friedman's urn systems
• Nonlinear randomized urn models: a stochastic approximation viewpoint
• Convergence of a stochastic approximation version of the EM algorithm
• Online EM algorithm for mixture with application to Internet traffic modeling
• Gradient descent in the absence of global Lipschitz continuity of the gradients
• Contractivity of a Markov operator on the space of normalised positive distributions
• A space quantization method for numerical integration
• Average competitive learning vector quantization
• Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
• Convergence of gradient algorithms for nonconvex \(C^{1+ \alpha}\) cost functions
• Title not available (Why is that?)
• Performance analysis of LVQ algorithms: a statistical physics approach
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• On Recursive Estimation in Incomplete Data Models
• Convergence in Distribution of the One-Dimensional Kohonen Algorithms when the Stimuli are not Uniform
• Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model
• Bridging the gap between constant step size stochastic gradient descent and Markov chains
• Randomized urn models revisited using stochastic approximation
• Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant

This page was built for publication: Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4332210)