Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

DOI10.2202/1558-3708.1000zbMath1178.62089OpenAlexW3121601082MaRDI QIDQ3368286

Xiaohong Chen, Halbert White

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/4z4380t7

zbMATH Keywords

convergence ratelimiting distributionsHilbert-valued near epoch dependent processesHilbert-valued Robbins-Monro proceduresnonparametric learning proceduresnonparametric recursive moment estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (5)

Stochastic forward-backward splitting for monotone inclusions ⋮ Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion ⋮ Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space ⋮ Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces ⋮ Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces

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