Stochastic approximation methods

Václav Fabian

Czechoslovak Mathematical Journal (1960)

  • Volume: 10, Issue: 1, page 123-159
  • ISSN: 0011-4642

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Fabian, Václav. "Stochastic approximation methods." Czechoslovak Mathematical Journal 10.1 (1960): 123-159. <http://eudml.org/doc/12017>.

@article{Fabian1960,
author = {Fabian, Václav},
journal = {Czechoslovak Mathematical Journal},
keywords = {statistics},
language = {eng},
number = {1},
pages = {123-159},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Stochastic approximation methods},
url = {http://eudml.org/doc/12017},
volume = {10},
year = {1960},
}

TY - JOUR
AU - Fabian, Václav
TI - Stochastic approximation methods
JO - Czechoslovak Mathematical Journal
PY - 1960
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 10
IS - 1
SP - 123
EP - 159
LA - eng
KW - statistics
UR - http://eudml.org/doc/12017
ER -

References

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  1. J. B. Blum, Approximation methods which converge with probability one, AMS, 25 (1954), 382-386. (1954) Zbl0055.37806MR0062399
  2. J. B. Blum, Multidimensional stochastic approximation methods, AMS, 25 (1954), 463-483. (1954) Zbl0056.38305MR0065092
  3. J. B. Blum, 10.1090/S0002-9939-1958-0098426-7, Proc. Am. Math. Soc. 9 (1958), 404-407. (1958) Zbl0094.13206MR0098426DOI10.1090/S0002-9939-1958-0098426-7
  4. G. E. P. Box K. B. Wilson, On the experimental attainment of optimum conditions, J. R. Stat. Soc., Series B, 13 (1951), 1-45. (1951) MR0046009
  5. G. Derman, An application of Chung's lemma to the Kiefer Wolfowitz stochastic approximation procedure, AMS 27 (1956), 532-536. (1956) MR0078595
  6. J. L. Doob, Stochastic processes, New York, 1953. (1953) Zbl0053.26802MR0058896
  7. Václav Dupač, O Kiefer-Wolfowitzové aproximační methodě, Čas. pěst. mat. 82 (1957), 47-75. (1957) MR0089556
  8. Václav Dupač, Note on stochastic approximation methods, Čech. mat. žurn. 8 (83) (1958), 139-149. (1958) MR0096301
  9. Aryeh Dvoretzky, On stochastic approximation, Proc. of the Third Berkeley Symposium on Mathematical Statistics and Probability, Vol. I, Berkeley, 1956, 39-55. (1956) MR0084911
  10. А. А. Фелъдбаум, Автоматический оптимизатор, Автоматика и телемеханика, 19 (1958), 731-743. (1958) Zbl0995.62501
  11. K. L. Chung, On a stochastic approximation method, AMS 25 (1954), 463-483. (1954) Zbl0059.13203MR0064365
  12. L. B. Kantorovič, On a effective method of solving extremal problems for quadratic functionals, Doklady A. N. SSSR 48 (1945), 455-460. (1945) MR0016528
  13. Harry Kesten, Accelerated stochastic approximation, AMS 29 (1958), 41-59. (1958) MR0093851
  14. J. Kiefer J. Wolfowitz, Stochastic estimation of the maximum of a regresion function, AMS 23 (1952), 462-466. (1952) MR0050243
  15. H. Bobbins S. Monro, A stochastic approximation method, AMS 22 (1951), 400-407. (1951) MR0042668
  16. Jerome Sacks, Asymptotic distributions of stochastic approximations, AMS 29 (1958), 373-405. (1958) MR0098427

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