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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

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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

Author

Sharia, Teo. / Truncated Stochastic Approximation with Moving Bounds : Convergence. In: Statistical Inference for Stochastic Processes. 2014 ; Vol. 17. pp. 163-179.

BibTeX

@article{54c14d75958f4fd081cd5968034f1fd7,

title = "Truncated Stochastic Approximation with Moving Bounds: Convergence",

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",

author = "Teo Sharia",

year = "2014",

month = jul,

doi = "10.1007/s11203-014-9093-6",

language = "English",

volume = "17",

pages = "163--179",

journal = "Statistical Inference for Stochastic Processes",

issn = "1387-0874",

publisher = "Springer Netherlands",

}

RIS

TY - JOUR

T1 - Truncated Stochastic Approximation with Moving Bounds

T2 - Convergence

AU - Sharia, Teo

PY - 2014/7

Y1 - 2014/7

N2 - 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

AB - 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

U2 - 10.1007/s11203-014-9093-6

DO - 10.1007/s11203-014-9093-6

M3 - Article

VL - 17

SP - 163

EP - 179

JO - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

SN - 1387-0874

ER -