We define the concept of an A-regularized approximation process and prove for it uniform convergence theorems and strong convergence theorems with optimal and non-optimal rates. The sharpness of non-optimal convergence is also established. The general results provide a unified approach to dealing wi
Rates of Convergence of Adaptive Step-Size of Stochastic Approximation Algorithms
β Scribed by S. Shao; Percy P.C. Yip
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 115 KB
- Volume
- 244
- Category
- Article
- ISSN
- 0022-247X
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