[1] D. Anbar:
On optimal estimation methods using stochastic approximation procedures. Ann. Statist. 1 (1973), 1175-1184.
MR 0351001 |
Zbl 0277.62064
[2] D. L. Burkholder:
On class of stochastic approximation procedures. Ann. Math. Statist. 27 (1956), 1044-1059.
MR 0085653
[4] V. Dupač:
A dynamic stochastic approximation. Ann. Math. Statist. 36 (1965), 1695 - 1702.
MR 0193724
[5] V. Dupač:
O Kiefer-Wolfowitzově aproximační metodě. Časopis Pěst. Matem. 82 (1957), 47-75.
MR 0089556
[6] V. Dupač: On the dynamic stochastic approximation. Banach Center Publications, vol. 6, 109-110. Warszawa 1980.
[7] V. Dupač F. Král:
Robbins-Monro procedure with both variables subject to experimental error. Ann. Math. Statist. 43 (1972), 1089-1095.
MR 0336935
[8] V. Fabian:
On asymptotic normality in stochastic approximation. Ann. Math. Statist. 39 (1968), 1327-1332.
MR 0231429 |
Zbl 0176.48402
[9] V. Fabian:
Stochastic approximation of minima with improved asymptotic speed. Ann. Math. Statist. 38 (1967), 191-200.
MR 0207136 |
Zbl 0147.18003
[10] B. Ф. Ганошкин T. П. Красулина:
О законе повторного логарифма в процессах стохастической аппроксимации. Teop. вepoятн. и ee примен. 19 (1974), 879 - 886.
Zbl 1235.49003
[11] L. Györfi:
Stochastic approximation from ergodic sample for linear regression. Z. Wahrscheinlich. Verw. Geb. 54 (1980), 47-55.
MR 0595479
[12] D. L. Hanson R. P. Russo: A new stochastic approximation procedure using quantile curves. Z. Wahrscheinlich. Verw. Geb. (v tisku).
[13] K. L. Chung:
On a stochastic approximation method. Ann. Math. Statist. 25 (1954), 463 - 483.
MR 0064365 |
Zbl 0059.13203
[14] J. Komlós P. Révész:
A modification of the Robbins-Monro process. Stud. Sci. Math. Hung. 8 (1973), 329-340.
MR 0351004
[15] T. П. Красулина:
Метод стохастической аппроксимации для определения найбольшего собственного числа математического ожидания случайных матриц. Aвтоматика и телемеханика 1970, 2, 50- 56.
Zbl 1170.92319
[16] H. J. Kushner D. S. Clark:
Stochastic Approximation Methods for Constrained and Unconstrained Systems. Springer-Verlag, New York 1978.
MR 0499560
[17] H. J. Kushner E. Sanvicente:
Penalty function methods for constrained stochastic approximation. J. Math. Anal. and Applications 46 (1974), 499-512.
MR 0343506
[18] T. L. Lai H. Robbins:
Adaptive design and stochastic approximation. Ann. Statist. 7 (1979), 1196-1221.
MR 0550144
[19] L. Ljung:
Analysis of recursive stochastic algorithms. IEEE Trans. Autom. Control AC-22 (1977), 551-575.
MR 0465458 |
Zbl 0362.93031
[20] P. Major P. Révész:
A limit theorem for the Robbins-Monro approximation. Z. Wahrscheinlich. Verw. Geb. 27 (1973), 79-86.
MR 0359213
[22] M. Б. Hевельсон P. З. Хасьминский:
Стохастическая аппроксимация и рекуррентное оценивание. Hayкa, Mocквa. 1972.
Zbl 1049.82501
[24] P. Révész:
How to apply the method of stochastic approximation in the nonparametric estimation of a regression function. Math. Operationsforsch. Statist., Ser. Statistics 8 (1977), 119-126.
MR 0501557
[25] P. Révész:
Robbins-Monro procedure in a Hilbert space and its application in the theory of learning processes I. Stud. Sci. Math. Hung. 5 (1973), 391-398.
MR 0373198
[26] H. Robbins S. Monro:
A stochastic approximation method. Ann. Math. Statist. 22 (1951), 400-407.
MR 0042668
[27] H. Robbins D. Siegmund:
A convergence theorem for non negative almost supermartin-gales and some applications. In: Optimizing Methods in Statistics (J. S. Rustagi, ed.). Academic Press, New York 1971, 233-257.
MR 0343355
[28] W. Stout:
A martingale analogue of Kolmogorov's law of the iterated logarithm. Z. Wahrscheinlich. verw. Geb. 15 (1970), 279-290.
MR 0293701 |
Zbl 0209.49004
[29] J. H. Venter:
An extension of the Robbins-Monro procedure. Ann. Math. Statist. 38 (1967), 181-190.
MR 0205396 |
Zbl 0158.36901