An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
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Cites work
- scientific article; zbMATH DE number 3653234 (Why is no real title available?)
- scientific article; zbMATH DE number 3782249 (Why is no real title available?)
- scientific article; zbMATH DE number 3419028 (Why is no real title available?)
- A Stochastic Approximation Method
- An invariance principle for the Robbins-Monro process in a Hilbert space
- On Asymptotic Normality in Stochastic Approximation
- On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering
Cited in
(15)- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
- General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\)
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
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- Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
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- Stochastic subspace correction in Hilbert space
- Uncertainty quantification for stochastic approximation limits using chaos expansion
- Recursive estimation: asymptotic confidence regions by empirical quantiles
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- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- scientific article; zbMATH DE number 68597 (Why is no real title available?)
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