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
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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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 -