Pages that link to "Item:Q749450"
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The following pages link to Optimal order of accuracy of search algorithms in stochastic optimization (Q749450):
Displaying 29 items.
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function (Q741809) (← links)
- Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
- Criterion algorithms of stochastic optimization (Q759650) (← links)
- The stochastic approximation method for the estimation of a multivariate probability density (Q1015895) (← links)
- Statistical inferences for termination of Markov type random search algorithms (Q1035887) (← links)
- Optimum parameters and nonasymptotic bounds on the rate of convergence of stochastic algorithms in criterial optimization problems (Q1062630) (← links)
- Recursion algorithms for search optimization in relative noise. I: Maximal possibilities (Q1101007) (← links)
- Recurrent search optimization algorithms in the presence of relative noise. II: Optimal search procedures (Q1107447) (← links)
- Stochastic approximation of global minimum points (Q1338378) (← links)
- Accelerated randomized stochastic optimization. (Q1434014) (← links)
- Improved exploitation of higher order smoothness in derivative-free optimization (Q2162687) (← links)
- Stochastic approximation algorithm with randomization at the input for unsupervised parameters estimation of Gaussian mixture model with sparse parameters (Q2289031) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm (Q2456019) (← links)
- A randomized stochastic optimization algorithm: its estimation accuracy (Q2457537) (← links)
- Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization (Q2654952) (← links)
- An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization (Q5081777) (← links)
- AN OPTIMAL INVESTIVATION IN TWO STAGE SEARCH WITH RECOGNITION ERRORS (Q5490362) (← links)
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs (Q6060563) (← links)
- Accelerated gradient methods with absolute and relative noise in the gradient (Q6087056) (← links)
- Re-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022 (Q6115552) (← links)
- Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles (Q6192332) (← links)
- Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise (Q6552611) (← links)
- Adaptive control using stochastic approach for unknown but bounded disturbances and its application in balancing control (Q6578803) (← links)
- Small errors in random zeroth-order optimization are imaginary (Q6580001) (← links)
- Stochastic adversarial noise in the ``black box'' optimization problem (Q6588731) (← links)
- Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods (Q6651403) (← links)
- The ``black-box'' optimization problem: zero-order accelerated stochastic method via kernel approximation (Q6655796) (← links)
