Nonlinear stochastic approximation procedures for L_ p loss functions

DOI10.1214/AOS/1176347880zbMATH Open0716.62080OpenAlexW2078180498MaRDI QIDQ753364FDOQ753364

Authors: Zhiliang Ying 

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347880

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zbMATH Keywords

algorithmslower boundsRobbins-Monro procedurescalingasymptotically efficientadaptive designmartingale limit theoremsinformation boundloss criteriaLp-losssemiparametric formulation

Mathematics Subject Classification ID

Sequential statistical design (62L05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

Cited In (6)

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• Perturbed iterate SGD for Lipschitz continuous loss functions

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