Weighted Means in Stochastic Approximation of Minima
From MaRDI portal
Recommendations
- Weighted averaging and stochastic approximation
- Weighted means of processes in stochastic approximation
- Minimax theory of weighted Monte Carlo methods
- Parametric weighted minimax estimates in Monte Carlo methods
- scientific article; zbMATH DE number 766285
- A stochastic fixed point equation for weighted minima and maxima
- scientific article; zbMATH DE number 4145206
- scientific article; zbMATH DE number 272681
Cited in
(28)- The stochastic approximation method for the estimation of a multivariate probability density
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Weighted averaging and stochastic approximation
- Accelerated randomized stochastic optimization.
- Online estimation of hazard rate under random censoring
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- Weighted means of processes in stochastic approximation
- Online estimation of integrated squared density derivatives
- A compact law of the iterated logarithm for online estimator of hazard rate under random censoring
- Recursive estimators of integrated squared density derivatives
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
- An adaptive optimization scheme with satisfactory transient performance
- The multivariate Révész's online estimator of a regression function and its averaging
- The averaged Robbins-Monro method for linear problems in a Banach space
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Stochastic approximation method with gradient averaging for unconstrained problems
- scientific article; zbMATH DE number 3965259 (Why is no real title available?)
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Parallel and bootstrapped stochastic approximation
- Adaptive recursive kernel conditional density estimators under censoring data
- Stochastic approximation algorithms: overview and recent trends.
- Trajectory averaging for stochastic approximation MCMC algorithms
- A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data
- Limit theorems for general recursive regression models involving weakly dependent functional data
- Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
- Title not available (Why is no real title available?)
- A stochastic fixed point equation for weighted minima and maxima
- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
This page was built for publication: Weighted Means in Stochastic Approximation of Minima
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4377400)