A stochastic Newton-Raphson method

DOI10.1016/0378-3758(78)90004-6zbMath0384.62073OpenAlexW2130424419MaRDI QIDQ1249018

Dan Anbar

Publication date: 1978

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(78)90004-6

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential statistical design (62L05)

Related Items (13)

Efficient Robbins–Monro procedure for multivariate binary data ⋮ A Bayesian stochastic approximation method ⋮ A fully stochastic second-order trust region method ⋮ A survey of literature on quantal response curves with a view toward application to the problem of selecting the curve with the smallest q-quantile (ediooq) ⋮ Fully-sequential procedures in nonlinear design problems ⋮ Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response ⋮ Randomized Newton-Raphson ⋮ A new sequential design based on the Robbins-Monro procedure ⋮ Retrospective Analysis of Sequential Dose‐Finding Designs ⋮ The application of stochastic approximation methods to the bio-assay problem ⋮ On estimating the rate of return ⋮ A new sequential approximation method ⋮ Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes

Cites Work

• Efficient recursive estimation. Application to estimating the parameters of a covariance function
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes
• An Extension of the Robbins-Monro Procedure
• Asymptotic Distribution of Stochastic Approximation Procedures
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• On a Stochastic Approximation Method
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