Parallel and bootstrapped stochastic approximation
From MaRDI portal
Publication:4702154
DOI10.1080/07362999908809634zbMath0983.62047MaRDI QIDQ4702154
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
Banach spaces; weak invariance principle; parallel algorithms; bootstrapping; asymptotic confidence regions; rate of a.s. convergence; loglog invariance principles
62F25: Parametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
62L20: Stochastic approximation
65Y05: Parallel numerical computation
60F17: Functional limit theorems; invariance principles
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic confidence spheres in certain Banach spaces via covariance operators
- Asymptotic behaviour of a class of stochastic approximation procedures
- Invariance principles for partial sum processes and empirical processes indexed by sets
- Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes
- Bootstrap, wild bootstrap, and asymptotic normality
- Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
- Strong laws of large numbers for \(r\)-dimensional arrays of random variables
- Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
- Distributed asynchronous deterministic and stochastic gradient optimization algorithms
- Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
- Approximation of rectangular sums of B-valued random variables
- Recursive estimation: asymptotic confidence regions by empirical quantiles
- Some Inequalities for the Maximum of Partial Sums of Random Variables
- Weighted Means in Stochastic Approximation of Minima
- On Asymptotic Normality in Stochastic Approximation
- Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
- A limit theorem for the Robbins-Monro approximation
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- The bootstrap and Edgeworth expansion
