Stochastic approximation from ergodic sample for linear regression

DOI10.1007/BF00535352zbMath0423.62067OpenAlexW1579342022MaRDI QIDQ3857607

László Györfi

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535352

zbMATH Keywords

Robbins-Monro proceduredependent sampleergodic sample

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Stochastic approximation (62L20) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Related Items (6)

Unnamed Item ⋮ The averaged Robbins-Monro method for linear problems in a Banach space ⋮ Randomization of data acquisition and \(\ell_{1}\)-optimization (recognition with compression) ⋮ Convergence of the Robbins-Monro method for linear problems in a Banach space ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms ⋮ A stochastic approximation from dependent observations

Cites Work

• Strong convergence of a stochastic approximation algorithm
• On Dvoretzky Stochastic Approximation Theorems
• Stochastic Approximation Algorithms for System Identification, Estimation, and Decomposition of Mixtures
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