A new stochastic approximation procedure using quantile curves

1981 ◽  
Vol 56 (2) ◽  
pp. 145-162 ◽  
Author(s):  
D. L. Hanson ◽  
Ralph P. Russo
Keyword(s):  
Stochastic Approximation ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure

scholarly journals On the almost sure convergence of a general stochastic approximation procedure

1986 ◽  
Vol 34 (3) ◽  
pp. 335-342 ◽  
Author(s):  
S. N. Evans ◽  
N. C. Weber
Keyword(s):  
Regression Model ◽  
Stochastic Approximation ◽  
Iterative Procedure ◽  
Almost Sure Convergence ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure ◽  
General Stochastic

A set of conditions for the almost sure convergence of a stochastic iterative procedure is given. The conditions are framed in terms of the behaviour of the random adjustment made the n-th step rather than in terms of some underlying regression model.

scholarly journals Semimartingale stochastic approximation procedure and recursive estimation

2008 ◽  
Vol 153 (3) ◽  
pp. 211-261 ◽  
Author(s):  
N. Lazrieva ◽  
T. Sharia ◽  
T. Toronjadze
Keyword(s):  
Stochastic Approximation ◽  
Recursive Estimation ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure
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