A Robbins–Monro-based Sequential Procedure

DOI10.1111/1467-9876.00078MaRDI QIDQ4365076zbMATH OpenOpenAlexFDO

Authors Barry Kurt Moser, Melinda H. McCann

Publication date 14 December 1998

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9876.00078

zbMATH Keywords

Robbins-Monro processsubroutineFortran 77sequential regression design

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic approximation (62L20)

Recommendations

• Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm
• scientific article; zbMATH DE number 6734844
• On a proof of Robbins-Monro algorithm
• Publication:3473997
• A new sequential design based on the Robbins-Monro procedure
• Iterative methods for Robbins problems

Cited in

(1)

• A new sequential design based on the Robbins-Monro procedure

This page was built for publication: A Robbins–Monro-based Sequential Procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4365076)