Markovian stochastic approximation with expanding projections
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be unstable without additional stabilisation techniques. We stu...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
International Statistical Institute
2014
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