Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
Dupač, Václav. O Kiefer-Wolfowitzově aproximační methodě. Časopis pro pěstování matematiky, Tome 82 (1957) no. 1, pp. 47-75. doi: 10.21136/CPM.1957.117235
@article{10_21136_CPM_1957_117235,
author = {Dupa\v{c}, V\'aclav},
title = {O {Kiefer-Wolfowitzov\v{e}} aproxima\v{c}n{\'\i} method\v{e}},
journal = {\v{C}asopis pro p\v{e}stov\'an{\'\i} matematiky},
pages = {47--75},
year = {1957},
volume = {82},
number = {1},
doi = {10.21136/CPM.1957.117235},
mrnumber = {0089556},
zbl = {0103.36705},
language = {cs},
url = {http://geodesic.mathdoc.fr/articles/10.21136/CPM.1957.117235/}
}
[1] H. Robbins S. Monro: A stochastic approximation method. Annals of Mathematical Statistics 22 (1951), 400-407. | MR
[2] J. Wolfowitz: On the stochastic apprommation method of Robbins and Monro. Annals of Mathematical Statistics 23 (1952), 457-461. | MR
[3] J. R. Blum: Appгoximation methods which converge with probability one. Annals of Mathematical Statistics 25 (1954), 382-386. | MR
[4] G. Kallianpur: A note on the Robbins-Monro stochastic appгoximation method. Annals of Mathematical Statistics 25 (1954), 386-388. | MR
[5] L. Schmetterer: Bemerkungen zum Verfahren der stochastischen Iteration. Östereichisches Ingenieur-Archiv VII (1953), 111- 117. | MR
[6] L. Schmetterer: Zum Sequentialverfahren von Robbins und Monro. Monatshefte für Mathematik 58 (1954), 33-37. | MR | Zbl
[7] K. L. Chung: On a stochastic approximation method. Annals of Mathematical Statistics 25 (1954), 463-483. | MR | Zbl
[8] J. R. Blum: Multidimensional stochastic approximation methods. Annals of Mathematical Statistics 25 (1954), 737-744. | MR | Zbl
[9] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regression function. Annals of Mathematical Statistics 23 (1952), 462-466. | MR
[10] M. G. Kendall: The Advanced Theory of Statistics. vol. I., Griffin, London 1943. | MR
Cité par Sources :