The Proximal Robbins–Monro Method

DOI10.1111/RSSB.12405MaRDI QIDQ5087397zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

(6)

• Stochastic model-based minimization of weakly convex functions
• Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
• Variance reduction techniques for stochastic proximal point algorithms
• The Proximal Robbins-Monro Method
• scientific article; zbMATH DE number 7626794 (Why is no real title available?)
• The stochastic proximal distance algorithm

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