Pages that link to "Item:Q5317131"

The following pages link to Stability of Stochastic Approximation under Verifiable Conditions (Q5317131):

Displaying 50 items.

• Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440) (← links)
• Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design (Q313259) (← links)
• Exact inference in contingency tables via stochastic approximation Monte Carlo (Q395934) (← links)
• Truncated stochastic approximation with moving bounds: convergence (Q398576) (← links)
• Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations (Q417933) (← links)
• Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II (Q442086) (← links)
• Stabilization of stochastic approximation by step size adaptation (Q450652) (← links)
• Bayesian computation for statistical models with intractable normalizing constants (Q470373) (← links)
• Self-healing umbrella sampling: convergence and efficiency (Q517390) (← links)
• Trajectory averaging for stochastic approximation MCMC algorithms (Q605929) (← links)
• On the ergodicity of the adaptive Metropolis algorithm on unbounded domains (Q614121) (← links)
• Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study (Q637075) (← links)
• A computational framework for empirical Bayes inference (Q637982) (← links)
• Iterated filtering (Q638813) (← links)
• On the stability and ergodicity of adaptive scaling Metropolis algorithms (Q645599) (← links)
• On adaptive Markov chain Monte Carlo algorithms (Q817970) (← links)
• A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling (Q830097) (← links)
• Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems (Q834357) (← links)
• On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
• Importance sampling and statistical Romberg method (Q888470) (← links)
• Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities (Q892799) (← links)
• Stochastic approximation and Newton's estimate of a mixing distribution (Q908149) (← links)
• Learning Bayesian networks for discrete data (Q961206) (← links)
• Unconstrained recursive importance sampling (Q988764) (← links)
• On the use of stochastic approximation Monte Carlo for Monte Carlo integration (Q1007341) (← links)
• Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants (Q1621320) (← links)
• Convergence and efficiency of adaptive importance sampling techniques with partial biasing (Q1637382) (← links)
• Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation (Q1663188) (← links)
• Predictive coarse-graining (Q1685164) (← links)
• Latent Gaussian random field mixture models (Q1799875) (← links)
• Long range search for maximum likelihood in exponential families (Q1950807) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic (Q2044347) (← links)
• Parameter estimation for jump Markov linear systems (Q2059339) (← links)
• Bias-policy iteration based adaptive dynamic programming for unknown continuous-time linear systems (Q2063829) (← links)
• Computation for latent variable model estimation: a unified stochastic proximal framework (Q2103576) (← links)
• An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Q2159413) (← links)
• Properties of the stochastic approximation EM algorithm with mini-batch sampling (Q2209731) (← links)
• On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic (Q2258523) (← links)
• Double-parallel Monte Carlo for Bayesian analysis of big data (Q2329746) (← links)
• Quantile estimation with adaptive importance sampling (Q2380103) (← links)
• Annealing stochastic approximation Monte Carlo algorithm for neural network training (Q2384162) (← links)
• Convergence of stochastic approximation Monte Carlo and modified Wang-Landau algorithms: tests for the Ising model (Q2414426) (← links)
• A stochastic algorithm for probabilistic independent component analysis (Q2428739) (← links)
• The Wang-Landau algorithm reaches the flat histogram criterion in finite time (Q2443184) (← links)
• Markovian stochastic approximation with expanding projections (Q2448703) (← links)
• A behavioral stock market model (Q2482683) (← links)
• Adaptive MCMC with online relabeling (Q2515500) (← links)
• Central limit theorems for stochastic approximation with controlled Markov chain dynamics (Q2786468) (← links)
• Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics (Q2799358) (← links)