The Proximal Robbins–Monro Method

DOI10.1111/RSSB.12405OpenAlexW3112111169MaRDI QIDQ5087397FDOQ5087397

Authors: Panos Toulis, Thibaut Horel, E. M. Airoldi 

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.00967

zbMATH Keywords

stochastic approximationproximal operatorsstochastic gradient descentstochastic fixed-point equationsiterative estimationimplicit updates

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (5)

• Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
• Variance reduction techniques for stochastic proximal point algorithms
• Title not available (Why is that?)
• The stochastic proximal distance algorithm
• Stochastic Model-Based Minimization of Weakly Convex Functions

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