On the almost sure asymptotic behaviour of stochastic algorithms
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- Alain Breton & Alexander Novikov, 1995. "Some results about averaging in stochastic approximation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 153-171, December.
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Cited by:
- Pelletier, Mariane, 1999. "An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 76-93, October.
- Yves F. Atchadé, 2006. "An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift," Methodology and Computing in Applied Probability, Springer, vol. 8(2), pages 235-254, June.
- Claire Boyer & Antoine Godichon-Baggioni, 2023. "On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions," Computational Optimization and Applications, Springer, vol. 84(3), pages 921-972, April.
- Costa, Manon & Gadat, Sébastien & Bercu, Bernard, 2020. "Stochastic approximation algorithms for superquantiles estimation," TSE Working Papers 20-1142, Toulouse School of Economics (TSE).
- Koval, Valery & Schwabe, Rainer, 2003. "A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space," Stochastic Processes and their Applications, Elsevier, vol. 105(2), pages 299-313, June.
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Keywords
Stochastic algorithms Law of the iterated logarithm Quadratic strong law of large numbers;Statistics
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