The following pages link to A Stochastic Approximation Method (Q5825431):
Displaying 50 items.
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
- Exponential-family random graph models for valued networks (Q107263) (← links)
- A Stochastic Quasi-Newton Method for Large-Scale Optimization (Q121136) (← links)
- A sequential regression model for big data with attributive explanatory variables (Q259121) (← links)
- Recursive tracking algorithm for a predictable time-varying parameter of a time series (Q259851) (← links)
- Comparison of methods for path flow reassignment for dynamic user equilibrium (Q262922) (← 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)
- Topic-adjusted visibility metric for scientific articles (Q288549) (← links)
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- Learning undirected graphical models using persistent sequential Monte Carlo (Q298282) (← links)
- Improving the convergence of simulation-based dynamic traffic assignment methodologies (Q298930) (← links)
- Sequential design for binary dose-response experiments (Q301360) (← links)
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
- Nonparametric stochastic approximation with large step-sizes (Q309706) (← links)
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design (Q313259) (← links)
- A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
- Perspectives of approximate dynamic programming (Q333093) (← links)
- Model fitting and optimal design for a class of binary response models (Q334310) (← links)
- Computation and application of the paired combinatorial logit stochastic user equilibrium problem (Q336886) (← links)
- Recursive estimators with Markovian jumps (Q360693) (← links)
- Continuum modeling and control of large nonuniform wireless networks via nonlinear partial differential equations (Q369824) (← links)
- Exploring or reducing noise? A global optimization algorithm in the presence of noise (Q382006) (← links)
- On properties of the algorithm for pursuing a drifting quantile (Q384242) (← links)
- Recursive estimation in a class of models of deformation (Q389306) (← links)
- Exact inference in contingency tables via stochastic approximation Monte Carlo (Q395934) (← links)
- Nonparametric recursive quantile estimation (Q395976) (← links)
- A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
- Truncated stochastic approximation with moving bounds: convergence (Q398576) (← links)
- An online AUC formulation for binary classification (Q408053) (← links)
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations (Q417933) (← links)
- Convergence rate for predictive recursion estimation of finite mixtures (Q419247) (← links)
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Adaptive Bayesian compound designs for dose finding studies (Q434557) (← links)
- Similarities between meta-heuristics algorithms and the science of life (Q441019) (← links)
- On stochastic gradient and subgradient methods with adaptive steplength sequences (Q445032) (← links)
- A Robbins-Monro procedure for estimation in semiparametric regression models (Q447819) (← links)
- Design issues for generalized linear models: a review (Q449737) (← links)
- Stabilization of stochastic approximation by step size adaptation (Q450652) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- Stochastic approximation and compound delayed observations with independent random time delay distribution (Q458148) (← links)
- A stochastic Kaczmarz algorithm for network tomography (Q462380) (← links)
- Convergence in models with bounded expected relative hazard rates (Q472194) (← links)
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Analyzing anonymity attacks through noisy channels (Q498398) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Minimizing finite sums with the stochastic average gradient (Q517295) (← links)
