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Local convergence theorems for adaptive stochastic approximation schemes

For the regression model y = M(x) + ε, adaptive stochastic approximation schemes of the form x(n+1) = x(n) — y(n)/(nb(n)) for choosing the levels x(1),x(2),... at which y(1),y(2),... are observed converge with probability 1 to the unknown root θ of the regression function M(x). Certain local converg...

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Bibliografske podrobnosti
Main Authors: Lai, T. L., Robbins, Herbert
Format: Artigo
Jezik:Inglês
Izdano: 1979
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC383763/
https://ncbi.nlm.nih.gov/pubmed/16592673
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