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In principle, known central limit theorems for stochastic approximation schemes permit the simulationist to provide confidence regions for both the optimum and optimizer of a stochastic optimization p...
This paper analyzes the convergence properties of an iterative Monte Carlo procedure proposed in the Physics literature for estimating the quasi-stationary distribution on a transient set of a Markov ...
It is shown the almost sure convergence and asymptotical normality of a generalization of Kesten's stochastic approximation algorithm for multidimensional case. In this generalization, the step incr...
Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser....
Many statistical problems involve mixture models and the need for computationally efficient methods to estimate the mixing distribution has increased dramatically in recent years. Newton [Sankhya Ser....
The problem of the definition and the estimation of generative models based on deformable templates from raw data is of particular importance for modeling non-aligned data affected by various types of...
The semimartingale stochastic approximation procedure, namely, the Robbins–Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithms with martingale ...

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