Tracking time varying parameters via online simplified maximum likelihood

DOI10.1007/S10957-025-02716-2MaRDI QIDQ6971085zbMATH OpenFDO

Authors Enrico Bernardi, A. Lanconelli, Christopher S. A. Lauria

Publication date 17 June 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-025-02716-2

zbMATH Keywords

maxim likelihoodnon-stationary optimizationonline optimizationstochastic gradient descent

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Numerical optimization and variational techniques (65K10)

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