Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms
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Publication:4840924
DOI10.1080/17442509408833881zbMATH Open0824.62080OpenAlexW2073278595MaRDI QIDQ4840924FDOQ4840924
Publication date: 20 November 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833881
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- Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging
- Sufficient and necessary condition for the convergence of stochastic approximation algorithms
- Smoothed Functionals and Constrained Stochastic Approximation
- On a stochastic approximation procedure based on averaging
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- Asymptotic normality and optimality in nonsmooth stochastic approximation
- Weighted averaging and stochastic approximation
- MINISYMPOSIUM 3
- Stochastic approximation algorithms: overview and recent trends.
- Asymptotically efficient smoothing in the Wicksell problem under squared losses
- A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications
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