𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On almost-sure bounds for the LMS algorithm

✍ Scribed by Kouritzin, M.A.

Book ID
114539936
Publisher
IEEE
Year
1994
Tongue
English
Weight
915 KB
Volume
40
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Further results on almost sure convergen
Further results on almost sure convergence of the stochastic gradient algorithm
✍ Miloje S. Radenkovic πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 151 KB πŸ‘ 2 views

In this paper, we consider the rate of convergence of the parameter estimation error and the cost function for the stochastic gradient-type algorithm. The problem is solved in the case of the minimum-variance stochastic adaptive control. It is proven that the cost function has the rate of convergenc

An Almost Sure Central Limit Theorem for
An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms
✍ Mariane Pelletier πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 154 KB

We prove an almost sure central limit theorem for some multidimensional stochastic algorithms used for the search of zeros of a function and known to satisfy a central limit theorem. The almost sure version of the central limit theorem requires either a logarithmic empirical mean (in the same way as

On Almost Sure Limit Theorems
On Almost Sure Limit Theorems
✍ Ibragimov, I. A.; Lifshits, M. A. πŸ“‚ Article πŸ“… 2000 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 223 KB