Weighted averaging and stochastic approximation
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Cites work
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- scientific article; zbMATH DE number 53271 (Why is no real title available?)
- Acceleration of Stochastic Approximation by Averaging
- Almost sure approximation of the Robbins-Monro process by sums of independent random variables
- Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
- An alternative proof for convergence of stochastic approximation algorithms
- Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
- Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms
- Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
- Convergence of the Robbins-Monro method for linear problems in a Banach space
- Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
- General results on the convergence of stochastic algorithms
- MINISYMPOSIUM 3
- Necessary and sufficient conditions for the Robbins-Monro method
- New method of stochastic approximation type
- On a stochastic approximation procedure based on averaging
- On extensions of Polyak's averaging approach to stochastic approximation
- On the Averaged Stochastic Approximation for Linear Regression
- Some Remarks on The Paper by Theodorescu and Wolff: “Sequential Estimation of Expectations in the Presence of Trend”
- Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
- Stochastic algorithms with Armijo stepsizes for minimization of functions
- Stochastic approximation methods for constrained and unconstrained systems
- Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms
- Strong convergence of a stochastic approximation algorithm
- Strong representation of an adaptive stochastic approximation procedure
Cited in
(6)- Generalization and Robustness of Batched Weighted Average Algorithm with V-Geometrically Ergodic Markov Data
- Weighted Means in Stochastic Approximation of Minima
- Trajectory averaging for stochastic approximation MCMC algorithms
- Recurrent partial averaging in the theory of weighted Monte Carlo methods
- Weighted means of processes in stochastic approximation
- Stochastic global stability and bifurcation of a hydro-turbine generator
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