Pages that link to "Item:Q5637733"
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The following pages link to Asymptotic Distribution of Stochastic Approximation Procedures (Q5637733):
Displaying 50 items.
- A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- An adaptive design to assess the reliability of the pyrotechnic control subsystem in opening the solar array (Q477558) (← links)
- Nonparametric recursive estimation of the copula (Q826673) (← links)
- A Bayesian stochastic approximation method (Q826995) (← links)
- Stochastic approximation and modern model-based designs for dose-finding clinical trials (Q903289) (← links)
- Approximate dynamic programming and its applications to the design of Phase I cancer trials (Q903295) (← links)
- Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- Inventory models under uncertainty: An adaptive approach (Q1080355) (← links)
- On the choice of step size in the Robbins-Monro procedure (Q1110965) (← links)
- Stochastic approximation with dependent noise (Q1169996) (← links)
- A new sequential design based on the Robbins-Monro procedure (Q1185341) (← links)
- Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure (Q1194000) (← 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)
- Analysis and design of decision-directed learning schemes using stochastic approximation (Q1227281) (← links)
- Asymptotically efficient approaches to quantum-mechanical parameter estimation (Q1229678) (← links)
- Stepwise BAN estimators for exponential families with multivariate normal applications (Q1232751) (← links)
- Robustized vector Robbins-Monro algorithm with applications to M-interval detection (Q1234150) (← links)
- Approximation methods for the unconstrained optimization (Q1234630) (← links)
- The application of stochastic approximation methods to the bio-assay problem (Q1244021) (← links)
- A stochastic Newton-Raphson method (Q1249018) (← links)
- Robustized recursive estimation with applications (Q1256817) (← links)
- Isotonic estimation in stochastic approximation (Q1262668) (← links)
- Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method (Q1327192) (← links)
- Parameter estimation: Known vector signals in unknown Gaussian noise (Q1403795) (← links)
- Gaussian mixture parameter estimation with known means and unknown class-dependent variances (Q1601580) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Optimization via simulation: A review (Q1805482) (← links)
- A new sequential approximation method (Q1817294) (← links)
- On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures (Q1819878) (← links)
- Stochastic approximation and the final value theorem (Q1836247) (← links)
- An adaptive robustizing approach to Kalman filtering (Q1838448) (← links)
- Higher order representations of the Robbins--Monro process (Q1882942) (← links)
- General multilevel adaptations for stochastic approximation algorithms. II: CLTs (Q1994904) (← links)
- Stochastic approximation algorithms for superquantiles estimation (Q2042800) (← links)
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization (Q2154832) (← links)
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates (Q2303416) (← links)
- Conditional quantile sequential estimation for stochastic codes (Q2321791) (← links)
- Adaptive designs for quantal dose-response experiments with false answers (Q2323272) (← links)
- Moderate deviations for a class of recursions (Q2435761) (← links)
- Three-phase optimal design of sensitivity experiments (Q2448791) (← links)
- Discussion of: ``Three-phase optimal design of sensitivity experiments'' (Q2448792) (← links)
- Efficient recursive estimation. Application to estimating the parameters of a covariance function (Q2521743) (← links)
- A variable metric technique for parameter optimization (Q2540639) (← links)
- Versuchspläne zur stochastischen Optimierung (Q2561165) (← links)
- On a stochastic approximation procedure based on averaging (Q2564980) (← links)
- Efficient and sparse neural networks by pruning weights in a multiobjective learning approach (Q2669736) (← links)
- Complete convergence of stochastic approximation algorithm in ℝ<sup><i>d</i></sup>under random noises (Q2816634) (← links)
