Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics
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Publication:2799358
DOI10.1137/140962723zbMath1334.90090arXiv1403.6803OpenAlexW2951783691WikidataQ109998334 ScholiaQ109998334MaRDI QIDQ2799358
Amandine Schreck, Eric Moulines, Gersende Fort, Matti Vihola
Publication date: 11 April 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.6803
Related Items (8)
Convergence and efficiency of adaptive importance sampling techniques with partial biasing ⋮ Stochastic recursive inclusions with non-additive iterate-dependent Markov noise ⋮ Predictive coarse-graining ⋮ Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities ⋮ On fixed gain recursive estimators with discontinuity in the parameters ⋮ Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise ⋮ Conditional quantile sequential estimation for stochastic codes ⋮ Computation for latent variable model estimation: a unified stochastic proximal framework
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