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Change-point monitoring for online stochastic approximations - MaRDI portal

Change-point monitoring for online stochastic approximations (Q608474)

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scientific article; zbMATH DE number 5819641
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English
Change-point monitoring for online stochastic approximations
scientific article; zbMATH DE number 5819641

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    Change-point monitoring for online stochastic approximations (English)
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    25 November 2010
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    stochastic approximation
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    online tracking
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    non-stationary environment
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    weak convergence
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    change-point monitoring
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