Pages that link to "Item:Q4012456"
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The following pages link to Acceleration of Stochastic Approximation by Averaging (Q4012456):
Displaying 50 items.
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: \(L^p\) and almost sure rates of convergence (Q268758) (← links)
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation (Q336964) (← links)
- Nonparametric recursive quantile estimation (Q395976) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- A fast and recursive algorithm for clustering large datasets with \(k\)-medians (Q434902) (← links)
- On stochastic gradient and subgradient methods with adaptive steplength sequences (Q445032) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- A stochastic Kaczmarz algorithm for network tomography (Q462380) (← links)
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
- Minimizing finite sums with the stochastic average gradient (Q517295) (← links)
- Self-healing umbrella sampling: convergence and efficiency (Q517390) (← links)
- Distributed randomized algorithms for opinion formation, centrality computation and power systems estimation: a tutorial overview (Q522867) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Trajectory averaging for stochastic approximation MCMC algorithms (Q605929) (← links)
- A one-measurement form of simultaneous perturbation stochastic approximation (Q674970) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- Sample size selection in optimization methods for machine learning (Q715253) (← links)
- A stochastic approximation algorithm with multiplicative step size modification (Q734569) (← links)
- Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
- A Bayesian stochastic approximation method (Q826995) (← links)
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling (Q830097) (← links)
- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms (Q862224) (← links)
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits (Q887253) (← links)
- Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models (Q899068) (← links)
- A baseline-free procedure for transformation models under interval censorship (Q995966) (← links)
- A stochastic gradient type algorithm for closed-loop problems (Q1013967) (← links)
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
- Edgeworth expansions for stochastic approximation theory (Q1019523) (← links)
- Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
- Arithmetic means and invariance principles in stochastic approximation (Q1209213) (← links)
- Optimization of computer simulation models with rare events (Q1278808) (← links)
- On a continuous time stochastic approximation problem (Q1321569) (← links)
- Stochastic optimization algorithms of a Bayesian design criterion for Bayesian parameter estimation of nonlinear regression models: Application in pharmacokinetics (Q1366975) (← links)
- Weighted averaging and stochastic approximation (Q1367100) (← links)
- Accelerated randomized stochastic optimization. (Q1434014) (← links)
- Asymptotically optimal smoothing of averaged LMS estimates for regression parameter tracking (Q1614388) (← links)
- An incremental off-policy search in a model-free Markov decision process using a single sample path (Q1621868) (← links)
- Generalization properties of doubly stochastic learning algorithms (Q1635837) (← links)
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing (Q1637382) (← links)
- Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
