Search Results - "stochastic approximation algorithm"

A multilevel stochastic approximation algorithm for value-at-risk and expected shortfall estimation

Authors: Crépey, Stéphane Frikha, Noufel Louzi, Azar

Source: Finance and Stochastics. 29:1015-1074

Subject Terms: FOS: Economics and business, Quantitative Finance - Computational Finance, Risk Management (q-fin.RM), Probability (math.PR), FOS: Mathematics, Computational Finance (q-fin.CP), Mathematics - Probability, Quantitative Finance - Risk Management

Access URL: http://arxiv.org/abs/2304.01207

Quasi-Newton simultaneous perturbation stochastic approximation algorithm for broadband active noise control (L)

Authors: Ruquan Sun Tianyou Li Xiaofeng Zeng et al.

Source: The Journal of the Acoustical Society of America. 157:4461-4467

A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data

Authors: Abdelkader Mokkadem Kowir Pambo-Bello Mariane Pelletier

Source: Communications in Statistics - Theory and Methods. :1-26

Convergence of projected stochastic approximation algorithm

Authors: Borowski, Michał Miasojedow, Błażej

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2501.08256

DESCENT DIRECTION STOCHASTIC APPROXIMATION ALGORITHM WITH ADAPTIVE STEP SIZES

Authors: Lužanin, Zorana Stojkovska, Irena Kresoja, Milena

Source: Journal of Computational Mathematics, 2019 Jan 01. 37(1), 76-94.

Access URL: https://www.jstor.org/stable/45151529

A Modified Simultaneous Perturbation Stochastic Approximation Algorithm for Active Noise Control

Authors: Zhiwu Gu Li Shi Haishan Zou et al.

Source: INTER-NOISE and NOISE-CON Congress and Conference Proceedings. 268:1161-1167

A Companion for the Kiefer-Wolfowitz-Blum Stochastic Approximation Algorithm

Authors: Mokkadem, Abdelkader Pelletier, Mariane

Source: The Annals of Statistics, 2007 Aug 01. 35(4), 1749-1772.

Access URL: https://www.jstor.org/stable/25464558

A stepwise simultaneous perturbation stochastic approximation algorithm for stability improvement of active noise control systems

Authors: Chao Liang Francesco Ripamonti Hamid Reza Karimi et al.

Source: Mechanical Systems and Signal Processing. 237:112915

Tracking Control for Nonlinear Nonparametric Systems Based on the Stochastic Approximation Algorithm

Authors: Wenhui Feng Shixin Zhao

Source: IEEE Transactions on Automatic Control. 68:230-241

Subject Terms: 0209 industrial biotechnology, 02 engineering and technology

A simultaneous perturbation stochastic approximation algorithm for broadband noise control

Authors: Shanjun, Li Guoyong, Jin Muyun, Wu et al.

Source: The Journal of the Acoustical Society of America. 153:643-653

Subject Terms: 0103 physical sciences, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 01 natural sciences

Access URL: https://pubmed.ncbi.nlm.nih.gov/36732220

ANALYSIS OF A STOCHASTIC APPROXIMATION ALGORITHM FOR COMPUTING QUASI-STATIONARY DISTRIBUTIONS

Authors: BLANCHET, J. GLYNN, P. ZHENG, S.

Source: Advances in Applied Probability, 2016 Sep 01. 48(3), 792-811.

Access URL: https://www.jstor.org/stable/44985402

Model-free active noise control using second-order simultaneous perturbation stochastic approximation algorithm for periodic noise

Authors: Zhehua Duan Ning Han Tian Zhang

Source: Digital Signal Processing. 158:104923

Estimating the False Discovery Rate Using the Stochastic Approximation Algorithm

Authors: Liang, Faming Zhang, Jian

Source: Biometrika, 2008 Dec 01. 95(4), 961-977.

Access URL: https://www.jstor.org/stable/20441518

Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500

Authors: A. Settar M. Badaoui N. I. Fatmi

Source: Mathematical Modeling and Computing. 8:379-390

Subject Terms: 0502 economics and business, 05 social sciences, 0101 mathematics, 01 natural sciences

Construction of Bayesian deformable models via a stochastic approximation algorithm: A convergence study

Authors: ALLASSONNIÈRE, STÉPHANIE KUHN, ESTELLE TROUVÉ, ALAIN

Source: Bernoulli, 2010 Aug 01. 16(3), 641-678.

Access URL: https://www.jstor.org/stable/25735007

MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLEX DISTRIBUTION NONLINEAR MIXED MODELS VIA THE STOCHASTIC APPROXIMATION ALGORITHM

Authors: ZHANG, WENZHUAN WEI, HONGJIE

Source: The Rocky Mountain Journal of Mathematics, 2008 Jan 01. 38(5), 1863-1875.

Access URL: https://www.jstor.org/stable/44239533

Research on Improved Synchronous Perturbation Stochastic Approximation Algorithm Based on Double Calculation Step

Authors: Xin Zhang Weiguang Zhao Hao Guo et al.

Source: 2021 IEEE 4th Advanced Information Management, Communicates, Electronic and Automation Control Conference (IMCEC). :2131-2134

Access URL: http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=9482212
http://xplorestaging.ieee.org/ielx7/9481956/9481957/09482212.pdf?arnumber=9482212

A Scaled Stochastic Approximation Algorithm

Authors: Andradóttir, Sigrún

Source: Management Science, 1996 Apr 01. 42(4), 475-498.

Access URL: https://www.jstor.org/stable/2634383

Adaptive tracking for NARX system based on stochastic approximation algorithm

Authors: Han-Fu Chen Wenhui Feng

Source: 2020 39th Chinese Control Conference (CCC). :508-513

Subject Terms: 0209 industrial biotechnology, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://ieeexplore.ieee.org/document/9188818/

Distributed Stochastic Approximation Algorithm With Expanding Truncations

Authors: Jinlong Lei Han-Fu Chen

Source: IEEE Transactions on Automatic Control. 65:664-679

Subject Terms: 0209 industrial biotechnology, 0203 mechanical engineering, 02 engineering and technology

Access URL: http://arxiv.org/pdf/1410.7180.pdf
https://ieeexplore.ieee.org/document/8695094/
https://dblp.uni-trier.de/db/journals/tac/tac65.html#LeiC20