A Bayesian stochastic approximation method

DOI10.1016/j.jspi.2020.07.006zbMath1455.62161arXiv1705.02069OpenAlexW3082464988MaRDI QIDQ826995

Cui Xiong, Jin Xu, Rongji Mu

Publication date: 6 January 2021

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

Full work available at URL: https://arxiv.org/abs/1705.02069

zbMATH Keywords

stochastic approximationquantile estimationadaptive designRobbins-Monro process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Stochastic approximation (62L20) Sequential statistical design (62L05) Response surface designs (62K20)

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