On a new stopping rule for stochastic approximation

DOI10.1007/BF00535715zbMath0497.62076OpenAlexW2060279291MaRDI QIDQ3962370

Henry I. Braun, Donna F. Stroup

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf00535715

zbMATH Keywords

asymptotic normalityWiener processsmall sample propertiesRobbins-Monro processnew stopping rulefirst passage time of F-statistic criterion

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (10)

Wear convergence of stochastic approximation processes with random indices ⋮ Some results about averaging in stochastic approximation ⋮ A stopped stochastic approximation algorithm ⋮ A stopping rule for stochastic approximation ⋮ Design issues for generalized linear models: a review ⋮ Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure ⋮ A stopping rule for the Robbins-Monro method ⋮ Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size ⋮ Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions ⋮ Stochastic approximation models in estimating productivity

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