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Rate of convergence of truncated stochastic approximation procedures with moving bounds
Mathematical Methods of Statistics Pub Date : 2016-12-28 , DOI: 10.3103/s1066530716040025
T. Sharia , L. Zhong

The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix-valued random step-size sequence, and a dynamically changing random regression function. We study convergence and rate of convergence. Main results are supplemented with corollaries to establish various sets of sufficient conditions, with the main emphasis on the parametric statistical estimation. The theory is illustrated by examples and special cases.

中文翻译:

具有移动边界的截断随​​机逼近过程的收敛速度

本文涉及具有三个主要特征的随机逼近过程:具有随机移动边界的截断,矩阵值的随机步长序列和动态变化的随机回归函数。我们研究收敛性和收敛速度。主要结果补充了推论,以建立各种充分条件集,主要侧重于参数统计估计。实例和特殊情况说明了该理论。
更新日期:2016-12-28
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