The Proximal Robbins–Monro Method

DOI10.1111/rssb.12405OpenAlexW3112111169MaRDI QIDQ5087397

Edoardo M. Airoldi, Thibaut Horel, Panos Toulis

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 approximationiterative estimationimplicit updatesstochastic gradient descentproximal operatorsstochastic fixed-point equations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ Stochastic Model-Based Minimization of Weakly Convex Functions ⋮ Unnamed Item

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