Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
Monatshefte für Mathematik (1990)
- Volume: 110, Issue: 3-4, page 297-314
- ISSN: 0026-9255; 1436-5081/e
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topPflug, Georg Ch.. "Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.." Monatshefte für Mathematik 110.3-4 (1990): 297-314. <http://eudml.org/doc/178503>.
@article{Pflug1990,
author = {Pflug, Georg Ch.},
journal = {Monatshefte für Mathematik},
keywords = {non-asymptotic confidence bounds; multidimensional Robbins-Monro procedure; independent errors; constant step-size; comparison result; stationary distribution of Markovian processes; confidence regions; stopping time; inner products of subsequent gradient estimates; coverage probability},
number = {3-4},
pages = {297-314},
title = {Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.},
url = {http://eudml.org/doc/178503},
volume = {110},
year = {1990},
}
TY - JOUR
AU - Pflug, Georg Ch.
TI - Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
JO - Monatshefte für Mathematik
PY - 1990
VL - 110
IS - 3-4
SP - 297
EP - 314
KW - non-asymptotic confidence bounds; multidimensional Robbins-Monro procedure; independent errors; constant step-size; comparison result; stationary distribution of Markovian processes; confidence regions; stopping time; inner products of subsequent gradient estimates; coverage probability
UR - http://eudml.org/doc/178503
ER -
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