Geodesic
O stochastické aproximaci
Kybernetika, Tome 17 (1981), pp. 1-40 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62L20 
@article{KYB_1981_17_Suppl_a0,
     author = {Dupa\v{c}, V\'aclav},
     title = {O stochastick\'e aproximaci},
     journal = {Kybernetika},
     pages = {1--40},
     year = {1981},
     volume = {17},
     number = {Suppl},
     zbl = {0541.62066},
     language = {cs},
     url = {http://geodesic.mathdoc.fr/item/KYB_1981_17_Suppl_a0/}
}
TY  - JOUR
AU  - Dupač, Václav
TI  - O stochastické aproximaci
JO  - Kybernetika
PY  - 1981
SP  - 1
EP  - 40
VL  - 17
IS  - Suppl
UR  - http://geodesic.mathdoc.fr/item/KYB_1981_17_Suppl_a0/
LA  - cs
ID  - KYB_1981_17_Suppl_a0
ER  - 
%0 Journal Article
%A Dupač, Václav
%T O stochastické aproximaci
%J Kybernetika
%D 1981
%P 1-40
%V 17
%N Suppl
%U http://geodesic.mathdoc.fr/item/KYB_1981_17_Suppl_a0/
%G cs
%F KYB_1981_17_Suppl_a0
Dupač, Václav. O stochastické aproximaci. Kybernetika, Tome 17 (1981), pp. 1-40. http://geodesic.mathdoc.fr/item/KYB_1981_17_Suppl_a0/

[1] D. Anbar: On optimal estimation methods using stochastic approximation procedures. Ann. Statist. 1 (1973), 1175-1184. | MR | Zbl

[2] D. L. Burkholder: On class of stochastic approximation procedures. Ann. Math. Statist. 27 (1956), 1044-1059. | MR

[3] J. L. Doob: Stochastic Processes. J. Wiley, New York 1953. | MR | Zbl

[4] V. Dupač: A dynamic stochastic approximation. Ann. Math. Statist. 36 (1965), 1695 - 1702. | MR

[5] V. Dupač: O Kiefer-Wolfowitzově aproximační metodě. Časopis Pěst. Matem. 82 (1957), 47-75. | MR

[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

[8] V. Fabian: On asymptotic normality in stochastic approximation. Ann. Math. Statist. 39 (1968), 1327-1332. | MR | Zbl

[9] V. Fabian: Stochastic approximation of minima with improved asymptotic speed. Ann. Math. Statist. 38 (1967), 191-200. | MR | Zbl

[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

[11] L. Györfi: Stochastic approximation from ergodic sample for linear regression. Z. Wahrscheinlich. Verw. Geb. 54 (1980), 47-55. | MR

[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 | Zbl

[14] J. Komlós P. Révész: A modification of the Robbins-Monro process. Stud. Sci. Math. Hung. 8 (1973), 329-340. | MR

[15] T. П. Красулина: Метод стохастической аппроксимации для определения найбольшего собственного числа математического ожидания случайных матриц. Aвтоматика и телемеханика 1970, 2, 50- 56. | Zbl

[16] H. J. Kushner D. S. Clark: Stochastic Approximation Methods for Constrained and Unconstrained Systems. Springer-Verlag, New York 1978. | MR

[17] H. J. Kushner E. Sanvicente: Penalty function methods for constrained stochastic approximation. J. Math. Anal. and Applications 46 (1974), 499-512. | MR

[18] T. L. Lai H. Robbins: Adaptive design and stochastic approximation. Ann. Statist. 7 (1979), 1196-1221. | MR

[19] L. Ljung: Analysis of recursive stochastic algorithms. IEEE Trans. Autom. Control AC-22 (1977), 551-575. | MR | Zbl

[20] P. Major P. Révész: A limit theorem for the Robbins-Monro approximation. Z. Wahrscheinlich. Verw. Geb. 27 (1973), 79-86. | MR

[21] P. Mandl: Elements of stochastic analysis. Kybernetika 14 (1978), příloha. | MR | Zbl

[22] M. Б. Hевельсон P. З. Хасьминский: Стохастическая аппроксимация и рекуррентное оценивание. Hayкa, Mocквa. 1972. | Zbl

[23] G. Pflug: Stetige stochastische Approximation. Metrika 26 (1979), 139-150. | MR | Zbl

[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

[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

[26] H. Robbins S. Monro: A stochastic approximation method. Ann. Math. Statist. 22 (1951), 400-407. | MR

[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

[28] W. Stout: A martingale analogue of Kolmogorov's law of the iterated logarithm. Z. Wahrscheinlich. verw. Geb. 15 (1970), 279-290. | MR | Zbl

[29] J. H. Venter: An extension of the Robbins-Monro procedure. Ann. Math. Statist. 38 (1967), 181-190. | MR | Zbl