Parallel and bootstrapped stochastic approximation

DOI10.1080/07362999908809634zbMATH Open0983.62047OpenAlexW2008127394MaRDI QIDQ4702154FDOQ4702154

Publication date: 25 April 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809634

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bootstrapping Banach spaces parallel algorithms weak invariance principle asymptotic confidence regions rate of a.s. convergence loglog invariance principles

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09) Parallel numerical computation (65Y05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

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The bootstrap and Edgeworth expansion
Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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On Asymptotic Normality in Stochastic Approximation
Distributed asynchronous deterministic and stochastic gradient optimization algorithms
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Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
Weighted Means in Stochastic Approximation of Minima
Asymptotic confidence spheres in certain Banach spaces via covariance operators
A limit theorem for the Robbins-Monro approximation
Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
Invariance principles for partial sum processes and empirical processes indexed by sets
Approximation of rectangular sums of B-valued random variables
Recursive estimation: asymptotic confidence regions by empirical quantiles
Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
Some Inequalities for the Maximum of Partial Sums of Random Variables

Cited In (9)

On the rates of convergence of parallelized averaged stochastic gradient algorithms
Parallel bootstrap and optimal subsample lengths in smooth function models
Joint robustness on noise and Lyapunov functions for parallel stochastic approximation algorithms
On W.P.1 Convergence of A Parallel Stochastic Approximation Algorithm
Edgeworth expansions for stochastic approximation theory
Stochastic approximation algorithms for parallel and distributed processing
Optimal quasi-convex combinations for stochastic approximation algorithms with parallel observers
Parallel statistical computing for statistical inference
Title not available (Why is that?)

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