Stochastic approximation from ergodic sample for linear regression

DOI10.1007/BF00535352MaRDI QIDQ3857607zbMATH OpenOpenAlexFDO

Authors László Györfi

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535352

zbMATH Keywords

dependent sampleergodic sampleRobbins-Monro procedure

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Linear regression; mixed models (62J05) Stochastic approximation (62L20)

Cites work

• scientific article; zbMATH DE number 3530849 (Why is no real title available?)
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• scientific article; zbMATH DE number 3452897 (Why is no real title available?)
• On Dvoretzky Stochastic Approximation Theorems
• Stochastic Approximation Algorithms for System Identification, Estimation, and Decomposition of Mixtures
• Strong convergence of a stochastic approximation algorithm

Cited in

(6)

• Convergence of the Robbins-Monro method for linear problems in a Banach space
• The averaged Robbins-Monro method for linear problems in a Banach space
• scientific article; zbMATH DE number 3860223 (Why is no real title available?)
• A stochastic approximation from dependent observations
• Convergence rates and decoupling in linear stochastic approximation algorithms
• Randomization of data acquisition and \(\ell_{1}\)-optimization (recognition with compression)

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