Pages that link to "Item:Q5568862"
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The following pages link to On Asymptotic Normality in Stochastic Approximation (Q5568862):
Displaying 50 items.
- Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme (Q269152) (← links)
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
- Design issues for generalized linear models: a review (Q449737) (← links)
- A one-measurement form of simultaneous perturbation stochastic approximation (Q674970) (← links)
- An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space (Q799302) (← links)
- Nonparametric recursive estimation of the copula (Q826673) (← links)
- A combined direction stochastic approximation algorithm (Q845559) (← links)
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits (Q887253) (← links)
- A stopping rule for stochastic approximation (Q900181) (← links)
- Locating the minimum of a function when the errors of observation have unknown density (Q1050733) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- A stochastic Remes algorithm (Q1091725) (← links)
- Conditions of asymptotic efficiency of recursion estimates of the shift parameter (Q1103987) (← links)
- On the choice of step size in the Robbins-Monro procedure (Q1110965) (← links)
- The local asymptotic minimax adaptive property of a recursive estimate (Q1114255) (← links)
- Recursive estimates of quantile based on 0-1 observations (Q1207971) (← links)
- On martingale limit theory and strong convergence results for stochastic approximation procedures (Q1214728) (← links)
- Martingales and the Robbins-Monro procedure in \(D[0,1]\) (Q1251880) (← links)
- Complete cubic spline estimation of non-parametric regression functions (Q1262048) (← links)
- Stochastic approximation of global minimum points (Q1338378) (← links)
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
- An almost sure invariance principle for stochastic approximation procedures in linear filtering theory (Q1364396) (← links)
- On recursive estimation for hidden Markov models (Q1382498) (← links)
- Accelerated randomized stochastic optimization. (Q1434014) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation (Q1716693) (← links)
- Synchronization and functional central limit theorems for interacting reinforced random walks (Q1756956) (← links)
- Estimation of an optimal solution of a LP problem with unknown objective function (Q1764240) (← links)
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
- Strong representation of an adaptive stochastic approximation procedure (Q1819871) (← links)
- New stochastic approximation algorithms with adaptive step sizes (Q1926628) (← links)
- A new hybrid stochastic approximation algorithm (Q1941202) (← links)
- Stochastic approximation algorithms for superquantiles estimation (Q2042800) (← links)
- Computation for latent variable model estimation: a unified stochastic proximal framework (Q2103576) (← links)
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization (Q2154832) (← links)
- Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
- Why random reshuffling beats stochastic gradient descent (Q2227529) (← links)
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates (Q2303416) (← links)
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms (Q2317311) (← links)
- Conditional quantile sequential estimation for stochastic codes (Q2321791) (← links)
- On the almost sure convergence of adaptive allocation procedures (Q2348729) (← links)
- On a stochastic approximation procedure based on averaging (Q2564980) (← links)
- Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix (Q2581667) (← links)
- Complete convergence of stochastic approximation algorithm in ℝ<sup><i>d</i></sup>under random noises (Q2816634) (← links)
- New combinatorial direction stochastic approximation algorithms (Q2867404) (← links)
- Stochastic Perturbation Methods for Spike-Timing-Dependent Plasticity (Q2919406) (← links)
- SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM (Q2931725) (← links)
- Recursive estimation of quantitles using recursive kernel density estimators (Q3030063) (← links)
