๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Stochastic Approximation and Its Applicationsby Han-Fu Chen

โœ Scribed by Review by: George Yin

Book ID
125258393
Publisher
American Statistical Association
Year
2004
Tongue
English
Weight
627 KB
Volume
99
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Stochastic Approximation and Its Applica
Stochastic Approximation and Its Application
โœ Han-Fu Chen ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› Springer ๐ŸŒ English โš– 6 MB

This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence analysis. This approach is so powerful that conditions used for guaranteeing convergence have been con

Convergence analysis of dynamic stochast
Convergence analysis of dynamic stochastic approximation
โœ Han-Fu Chen; Katsuji Uosaki ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 113 KB

Stochastic approximation method concerns the sequential estimation of the root or the extreme of a function observed with noise. The idea is then extended to the moving root case by Dupaร‚ c, and it is called as the dynamic stochastic approximation method. Its convergence properties are derived here