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pcarbo's stochastic-approximation [27 articles]

Recent papers added to pcarbo's library classified by the tag stochastic-approximation. You can also see everyone's stochastic-approximation.
  • Nonlinear programming methods in the presence of noise
    Mathematical Programming, Vol. 14, No. 1. (1 December 1978), pp. 87-97.
    by BT Poljak
    posted to stochastic-approximation optimization by pcarbo on 2008-05-28 23:07:43 as **
  • A Newton-Raphson Version of the Multivariate Robbins-Monro Procedure
    The Annals of Statistics, Vol. 13, No. 1. (1985), pp. 236-245.
    by David Ruppert
    posted to stochastic-approximation by pcarbo on 2008-05-12 20:45:35 as read
  • Natural gradient works efficiently for learning
    Neural Computation, Vol. 10 (1998), pp. 251-276.
    by S Amari
    posted to online optimization stochastic-approximation by pcarbo on 2008-04-16 05:51:39 as **
  • Maximum likelihood estimation in nonlinear mixed effects models
    Computational Statistics & Data Analysis, Vol. 49, No. 4. (15 June 2005), pp. 1020-1038.
    by E Kuhn, M Lavielle
    posted to expectation-maximization stochastic-approximation by pcarbo on 2008-04-11 17:59:54 as **
  • Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
    Automatic Control, IEEE Transactions on, Vol. 37, No. 3. (1992), pp. 332-341.
    by JC Spall
    posted to stochastic-approximation by pcarbo on 2008-04-03 04:12:47 as ***
  • Stochastic Approximation and Recursive Algorithms and Applications
    (2003)
    by H Kushner, G Yin
    posted to stochastic-approximation by pcarbo on 2008-04-02 00:36:32 as **
  • Stochastic Approximation Methods for Systems over an Infinite Horizon
    SIAM Journal on Control and Optimization, Vol. 34, No. 2. (1996), pp. 712-756.
    by Harold J Kushner, Felisa
    posted to stochastic-approximation by pcarbo on 2008-04-01 20:20:48 as **
  • Analysis of adaptive step-size SA algorithms for parameter tracking
    Automatic Control, IEEE Transactions on, Vol. 40, No. 8. (1995), pp. 1403-1410.
    by HJ Kushner, J Yang
    posted to stochastic-approximation by pcarbo on 2008-04-01 20:02:57 as ***
  • Implementation of the simultaneous perturbation algorithm for stochastic optimization
    Aerospace and Electronic Systems, IEEE Transactions on, Vol. 34, No. 3. (1998), pp. 817-823.
    by JC Spall
    posted to stochastic-approximation by pcarbo on 2008-03-30 16:12:10 as **
  • Recursive Parameter Estimation Using Incomplete Data
    by DM Titterington
    posted to bayesian stochastic-approximation by pcarbo on 2008-03-30 15:57:33 as **
  • Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
    Automatica, Vol. 33, No. 5. (May 1997), pp. 889-892.
    by Payman Sadegh
    posted to stochastic-approximation by pcarbo on 2008-03-29 02:05:14 as **
  • Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions
    Decision and Control, 2003. Proceedings. 42nd IEEE Conference on, Vol. 4 (2003), pp. 3808-3813 vol.4.
    by IJ Wang, JC Spall
    posted to optimization stochastic-approximation by pcarbo on 2008-03-28 22:42:49 as **
  • Controlled MCMC for optimal sampling
    (2001)
    by C Andrieu, C Robert
    posted to mcmc stochastic-approximation by pcarbo on 2008-03-26 06:53:35 as **
  • Simulation-based optimal sensor scheduling with application to observer trajectory planning
    Automatica, Vol. 43, No. 5. (May 2007), pp. 817-830.
    by Sumeetpal S Singh, Nikolaos Kantas, Ba-Ngu Vo, Arnaud Doucet, Robin J Evans
    posted to bayesian stochastic-approximation by pcarbo on 2008-03-26 06:49:55 as **
  • Model-free control of nonlinear stochastic systems with discrete-time measurements
    Automatic Control, IEEE Transactions on, Vol. 43, No. 9. (1998), pp. 1198-1210.
    by JC Spall, JA Cristion
    posted to stochastic-approximation by pcarbo on 2008-03-26 04:18:41 as **
  • A constrained simultaneous perturbation stochastic approximation algorithm based on penalty functions
    American Control Conference, 1999. Proceedings of the 1999, Vol. 1 (1999), pp. 393-399 vol.1.
    by I-Jeng Wang, JC Spall
    posted to stochastic-approximation by pcarbo on 2008-03-26 04:00:44 as **
  • Rate of Convergence for Constrained Stochastic Approximation Algorithms
    SIAM Journal on Control and Optimization, Vol. 40, No. 4. (2002), pp. 1011-1041.
    by Robert Buche, Harold J Kushner
    posted to optimization stochastic-approximation by pcarbo on 2008-03-26 03:40:04 as **
  • Adaptive stochastic approximation by the simultaneous perturbation method
    Automatic Control, IEEE Transactions on, Vol. 45, No. 10. (2000), pp. 1839-1853.
    by JC Spall
    posted to optimization stochastic-approximation by pcarbo on 2008-03-26 03:13:04 as **
  • Convergence of a Stochastic Approximation Version of the EM Algorithm
    The Annals of Statistics, Vol. 27, No. 1. (1999), pp. 94-128.
    by Bernard Delyon, Marc Lavielle, Eric Moulines
    posted to bayesian expectation-maximization stochastic-approximation by pcarbo on 2008-03-25 23:37:30 as *** along with 1 person austin987
  • Online EM Algorithm for Latent Data Models
    (27 Dec 2007)
    by Olivier Cappé, Eric Moulines
    posted to bayesian expectation-maximization graphical-models stochastic-approximation by pcarbo on 2008-03-25 23:09:34 as ***
  • On-line EM Algorithm for the Normalized Gaussian Network
    Neural Comp., Vol. 12, No. 2. (1 February 2000), pp. 407-432.
    by Masa-Aki Sato, Shin Ishii
    posted to bayesian graphical-models stochastic-approximation by pcarbo on 2008-03-25 22:45:45 as **
  • Online Model Selection Based on the Variational Bayes
    Neural Comp., Vol. 13, No. 7. (1 July 2001), pp. 1649-1681.
    by Masa-Aki Sato
    posted to bayesian graphical-models stochastic-approximation variational-methods by pcarbo on 2008-03-25 21:37:11 as ***
  • On the ergodicity properties of some adaptive MCMC algorithms
    Annals of Applied Probability, Vol. 16, No. 3. (2006)
    by Christophe Andrieu, Eric Moulines
    posted to markov-chains mcmc stochastic-approximation by pcarbo on 2008-03-25 19:59:33 as **
  • Stability of Stochastic Approximation under Verifiable Conditions
    SIAM Journal on Control and Optimization, Vol. 44, No. 1. (2005), pp. 283-312.
    by Christophe Andrieu, éric Moulines, Pierre Priouret
    posted to stochastic-approximation by pcarbo on 2008-03-25 18:57:57 as ***
  • Annealing stochastic approximation Monte Carlo algorithm for neural network training
    Machine Learning, Vol. 68, No. 3. (23 October 2007), pp. 201-233.
    by Faming Liang
    posted to bayesian mcmc stochastic-approximation by pcarbo on 2008-03-25 18:40:24 as ** along with 1 person markusd
  • Stochastic Approximation in Monte Carlo Computation
    Journal of the American Statistical Association, Vol. 102, No. 477. (March 2007), pp. 305-320.
    by Liang, Faming, Liu, Chuanhai, Carroll, J Raymond
    posted to bayesian mcmc stochastic-approximation by pcarbo on 2008-03-25 18:19:05 as **
  • Gradient-based simulation optimization
    (2006), pp. 159-167.
    by Sujin Kim
    posted to stochastic-approximation by pcarbo on 2008-03-24 16:21:58 as **
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