The proximal Robbins–Monro method
Author:
Affiliation:
1. Booth School of Business University of Chicago Chicago IL USA
2. Department of Computer Science Harvard University Cambridge MA USA
3. Fox School of Business Temple University Philadelphia PA USA
Funder
Office of Naval Research
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/rssb.12405
Reference55 articles.
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4. Benveniste A. Priouret P.andMétivier M.(1990)Adaptive algorithms and stochastic approximations.
5. Incremental proximal methods for large scale convex optimization
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