The Proximal Robbins–Monro Method
From MaRDI portal
Publication:5087397
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
stochastic approximationiterative estimationimplicit updatesstochastic gradient descentproximal operatorsstochastic fixed-point equations
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
This page was built for publication: The Proximal Robbins–Monro Method