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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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發表在:Proc Natl Acad Sci U S A
Main Authors: Lai, T. L., Robbins, Herbert
格式: Artigo
語言:Inglês
出版: National Academy of Sciences 1979
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在線閱讀:https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC383763/
https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16592673/
https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.76.7.3065
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