Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm
type: Item
instance of: scholarly article
title: Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm
zbMATH Open document ID: 0704.62069
DOI: 10.1080/02331889008802246
author: Bernard Lapeyre
author: Gilles Pagès
author: K. Sab
published in: Statistics
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 11K06
zbMATH DE Number: 4155704
zbMATH Keywords: sequences with low discrepancy
zbMATH Keywords: averaging
zbMATH Keywords: strong averaging systems
zbMATH Keywords: convergence theorem
zbMATH Keywords: estimation of the rate of convergence
zbMATH Keywords: Robbins-Monro algorithm
zbMATH Keywords: fast convergence of non-random, ergodic sequences
zbMATH Keywords: ergodic iterative mapping
zbMATH Keywords: uniform rate of convergence
zbMATH Keywords: empirical distribution functions
zbMATH Keywords: adaptive algorithms
zbMATH Keywords: stochastic algorithms
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/02331889008802246
OpenAlex ID: W2059626040
cites work: Beiträge zur Diskrepanz bezüglich gewichteter Mittel. (Contributions to the discrepancy with respect to weighted means)
cites work: Stochastic Estimation of the Maximum of a Regression Function
cites work: A Stochastic Approximation Method
description: scientific article