Parallel and bootstrapped stochastic approximation

DOI10.1080/07362999908809634MaRDI QIDQ4702154zbMATH OpenOpenAlexFDO

Authors Jürgen Dippon

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

zbMATH Keywords

bootstrappingBanach spacesparallel algorithmsweak invariance principleasymptotic confidence regionsrate of a.s. convergenceloglog 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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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
• scientific article; zbMATH DE number 440437 (Why is no real title available?)

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