Stochastic Approximation of Minima with Improved Asymptotic Speed
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(36)- The stochastic approximation method for the estimation of a multivariate probability density
- The N-armed bandit with unimodal structure
- Martingales and the Robbins-Monro procedure in \(D[0,1]\)
- Stochastic approximation of global minimum points
- Accelerated randomized stochastic optimization.
- Online estimation of hazard rate under random censoring
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
- An accelerated directional derivative method for smooth stochastic convex optimization
- Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
- Zeroth-order methods for noisy Hölder-gradient functions
- Online estimation of integrated squared density derivatives
- Why random reshuffling beats stochastic gradient descent
- A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
- Recursive estimators of integrated squared density derivatives
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- The multivariate Révész's online estimator of a regression function and its averaging
- Bayesian mode and maximum estimation and accelerated rates of contraction
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
- Algorithm portfolios for noisy optimization
- Stopping rules for optimization algorithms based on stochastic approximation
- scientific article; zbMATH DE number 3860223 (Why is no real title available?)
- stochastic quasigradient methods and their application to system optimization†
- Kernel estimation of smooth densities unsing fabian's approach
- A smoothing stochastic algorithm for quantile estimation
- Semi-srochastic approximation by the response surface methodology (RMS)
- scientific article; zbMATH DE number 7387192 (Why is no real title available?)
- Recursive kernel regression estimation under α – mixing data
- An accelerated method for derivative-free smooth stochastic convex optimization
- Adaptive recursive kernel conditional density estimators under censoring data
- Technical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demand
- Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
- On quasi-convex smooth optimization problems by a comparison oracle
- Analysis of runtime of optimization algorithms for noisy functions over discrete codomains
- Simple and cumulative regret for continuous noisy optimization
- Unbiased nonparametric estimation of the derivative of the mean
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