Reconnaissance des formes. Apprentissage et approximation stochastique
Recursive estimates of quantile based on 0-1 observations
The objective of this paper is to introduce some recursive methods that can be used for estimating an value. These methods can be used more generally for the estimation of the -quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented.
Recursive estimation as an optimally controlled process
Résolution adaptative de l'équation de Wiener-Hopf. Cas d'un canal de données affecté de gigue