Truncated Stochastic Approximation with Moving Bounds : Convergence. / Sharia, Teo.
In: Statistical Inference for Stochastic Processes, Vol. 17, 07.2014, p. 163-179.Research output: Contribution to journal › Article › peer-review
Published
Documents
- TrStochApp-TeoSharia-8
Accepted author manuscript, 320 KB, PDF document
Links
- http://arxiv.org/abs/1101.0031
Submitted manuscript
Abstract
In this paper we consider a wide class of truncated stochastic approximation procedures.
These procedures have three main characteristics: truncations with random moving bounds,
a matrix valued random step-size sequence, and a dynamically changing random regression function.
We establish convergence and consider several examples to illustrate the results
These procedures have three main characteristics: truncations with random moving bounds,
a matrix valued random step-size sequence, and a dynamically changing random regression function.
We establish convergence and consider several examples to illustrate the results
| Original language | English |
|---|---|
| Pages (from-to) | 163-179 |
| Number of pages | 17 |
| Journal | Statistical Inference for Stochastic Processes |
| Volume | 17 |
| Early online date | 7 Mar 2014 |
| DOIs | |
| Publication status | Published - Jul 2014 |
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.
ID: 26786484