A stochastic approximation algorithm with multiplicative step size modification

DOI10.3103/S1066530709020057MaRDI QIDQ734569zbMATH OpenFDO

Authors D. Kharzeev

Publication date 13 October 2009

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

zbMATH Keywords

accelerated convergence

Mathematics Subject Classification ID

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

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• Accelerated Stochastic Approximation
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• Acceleration of Stochastic Approximation by Averaging

Cited in

(5)

• Analysis of practical step size selection in stochastic approximation algorithms
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• A modification of Shanks' baby-step giant-step algorithm

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