A stochastic Remes algorithm

DOI10.1016/0021-9045(87)90116-XzbMath0623.62078MaRDI QIDQ1091725

Harro Walk

Publication date: 1987

Published in: Journal of Approximation Theory (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceconvergence in distributionHaar systeminvariance principlealmost sure convergenceorder of convergenceestimates of first derivativeslinear Tchebycheff approximationstochastic Remes algorithm

Mathematics Subject Classification ID

General nonlinear regression (62J02) Best approximation, Chebyshev systems (41A50) Stochastic approximation (62L20) Algorithms for approximation of functions (65D15)

Cites Work

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• Über Tschebyscheffsche Approximationen
• Asymptotic behaviour of a class of stochastic approximation procedures
• An adaptive Robbins-Monro procedure
• Strong convergence of a stochastic approximation algorithm
• An invariance principle for the Robbins-Monro process in a Hilbert space
• An Extension of the Robbins-Monro Procedure
• On Asymptotic Normality in Stochastic Approximation

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