A stochastic approximation algorithm with multiplicative step size modification

DOI10.3103/S1066530709020057zbMATH Open1231.62149MaRDI QIDQ734569FDOQ734569

D. Kharzeev

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

accelerated convergence

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15) System identification (93B30)

Cites Work

• Acceleration of Stochastic Approximation by Averaging
• Title not available (Why is that?)
• Title not available (Why is that?)
• Accelerated Stochastic Approximation
• Accelerated Stochastic Approximation
• Title not available (Why is that?)

Cited In (5)

• Title not available (Why is that?)
• A stochastic approximation algorithm with step-size adaptation
• An algorithm of MCMC method for solving \(f(x)=0\)
• Analysis of practical step size selection in stochastic approximation algorithms
• A modification of Shanks' baby-step giant-step algorithm

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