Stochastic Approximation of an Implicity Defined Function
نویسندگان
چکیده
منابع مشابه
An introduction to stochastic approximation
We propose to start the exposition of the topic by an example. The arguments are given in a crude manner. Formal proofs will be given in section 2. This example is taken from the very article [6] which introduced stochastic approximation. Consider x ∈ R the parameter of a system and g(x) ∈ R an output value from this system when parameter x is used. We assume g to be a smooth, increasing functi...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1981
ISSN: 0090-5364
DOI: 10.1214/aos/1176345459