| Title:
|
O stochastické aproximaci (Czech) |
| Title:
|
On stochastic approximation (English) |
| Author:
|
Dupač, Václav |
| Language:
|
Czech |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
7 |
| Year:
|
1981 |
| Pages:
|
(1),3-40 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62L20 |
| idZBL:
|
Zbl 0541.62066 |
| . |
| Date available:
|
2009-09-24T17:25:27Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124254 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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[8] V. Fabian: On asymptotic normality in stochastic approximation.Ann. Math. Statist. 39 (1968), 1327-1332. Zbl 0176.48402, MR 0231429 |
| Reference:
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[9] V. Fabian: Stochastic approximation of minima with improved asymptotic speed.Ann. Math. Statist. 38 (1967), 191-200. Zbl 0147.18003, MR 0207136 |
| Reference:
|
[10] B. Ф. Ганошкин T. П. Красулина: О законе повторного логарифма в процессах стохастической аппроксимации.Teop. вepoятн. и ee примен. 19 (1974), 879 - 886. Zbl 1235.49003 |
| Reference:
|
[11] L. Györfi: Stochastic approximation from ergodic sample for linear regression.Z. Wahrscheinlich. Verw. Geb. 54 (1980), 47-55. MR 0595479 |
| Reference:
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[12] D. L. Hanson R. P. Russo: A new stochastic approximation procedure using quantile curves.Z. Wahrscheinlich. Verw. Geb. (v tisku). |
| Reference:
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[13] K. L. Chung: On a stochastic approximation method.Ann. Math. Statist. 25 (1954), 463 - 483. Zbl 0059.13203, MR 0064365 |
| Reference:
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[14] J. Komlós P. Révész: A modification of the Robbins-Monro process.Stud. Sci. Math. Hung. 8 (1973), 329-340. MR 0351004 |
| Reference:
|
[15] T. П. Красулина: Метод стохастической аппроксимации для определения найбольшего собственного числа математического ожидания случайных матриц.Aвтоматика и телемеханика 1970, 2, 50- 56. Zbl 1170.92319 |
| Reference:
|
[16] H. J. Kushner D. S. Clark: Stochastic Approximation Methods for Constrained and Unconstrained Systems.Springer-Verlag, New York 1978. MR 0499560 |
| Reference:
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[17] H. J. Kushner E. Sanvicente: Penalty function methods for constrained stochastic approximation.J. Math. Anal. and Applications 46 (1974), 499-512. MR 0343506 |
| Reference:
|
[18] T. L. Lai H. Robbins: Adaptive design and stochastic approximation.Ann. Statist. 7 (1979), 1196-1221. MR 0550144 |
| Reference:
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[19] L. Ljung: Analysis of recursive stochastic algorithms.IEEE Trans. Autom. Control AC-22 (1977), 551-575. Zbl 0362.93031, MR 0465458 |
| Reference:
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[20] P. Major P. Révész: A limit theorem for the Robbins-Monro approximation.Z. Wahrscheinlich. Verw. Geb. 27 (1973), 79-86. MR 0359213 |
| Reference:
|
[21] P. Mandl: Elements of stochastic analysis.Kybernetika 14 (1978), příloha. Zbl 0382.60002, MR 0506651 |
| Reference:
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[22] M. Б. Hевельсон P. З. Хасьминский: Стохастическая аппроксимация и рекуррентное оценивание.Hayкa, Mocквa. 1972. Zbl 1049.82501 |
| Reference:
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[23] G. Pflug: Stetige stochastische Approximation.Metrika 26 (1979), 139-150. Zbl 0418.62066, MR 0548412 |
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[25] P. Révész: Robbins-Monro procedure in a Hilbert space and its application in the theory of learning processes I.Stud. Sci. Math. Hung. 5 (1973), 391-398. MR 0373198 |
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[26] H. Robbins S. Monro: A stochastic approximation method.Ann. Math. Statist. 22 (1951), 400-407. MR 0042668 |
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[27] H. Robbins D. Siegmund: A convergence theorem for non negative almost supermartin-gales and some applications.In: Optimizing Methods in Statistics (J. S. Rustagi, ed.). Academic Press, New York 1971, 233-257. MR 0343355 |
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[28] W. Stout: A martingale analogue of Kolmogorov's law of the iterated logarithm.Z. Wahrscheinlich. verw. Geb. 15 (1970), 279-290. Zbl 0209.49004, MR 0293701 |
| Reference:
|
[29] J. H. Venter: An extension of the Robbins-Monro procedure.Ann. Math. Statist. 38 (1967), 181-190. Zbl 0158.36901, MR 0205396 |
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