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- Volume 79 - Année 2010
- CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK
sinds 05 februari 2011 :
Weergave(s): 313 (1 ULiège)
Download(s): 620 (4 ULiège)
Weergave(s): 313 (1 ULiège)
Download(s): 620 (4 ULiège)
Abdelnasser Dahmani & Ahmed Ait Saidi
CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK
(Volume 79 - Année 2010)
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Mots-clés : stochastic approximation, convergence rate, mixing
Abstract
This work is devoted to the study of the consistency, of Robbins-Monro’s algorithm under strong mixing assumption.
1AMS : 62F12, 62L20, 62J05
Om dit artikel te citeren:
Abdelnasser Dahmani & Ahmed Ait Saidi, «CONSISTENCY OF ROBBINS MONRO’S ALGORITHM WITHIN A MIXING FRAMEWORK», Bulletin de la Société Royale des Sciences de Liège [En ligne], Volume 79 - Année 2010, 131 - 140 URL : https://popups.uliege.be/0037-9565/index.php?id=2386.
Over : Abdelnasser Dahmani
Laboratory of Applied Mathematics, University of Bejaia, Algeria, a_dahmani@yahoo.fr
Over : Ahmed Ait Saidi
Laboratory of Applied Mathematics, University of Bejaia, Algeria