| 书目名称 | Stochastic Approximation: A Dynamical Systems Viewpoint |
| 编辑 | Vivek S. Borkar |
| 视频video | |
| 概述 | Presents a comprehensive view of the ODE-based approach for the analysis of stochastic approximation algorithms.Discusses important themes on stability tests, concentration bounds, and avoidance of tr |
| 丛书名称 | Texts and Readings in Mathematics |
| 图书封面 |  |
| 描述 | This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field. |
| 出版日期 | Textbook 2023Latest edition |
| 关键词 | stochastic approximation; learning algorithms; adaptive algorithms; ODE approach to stochastic approxim |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-981-99-8277-6 |
| isbn_softcover | 978-981-99-8279-0 |
| isbn_ebook | 978-981-99-8277-6Series ISSN 2366-8717 Series E-ISSN 2366-8725 |
| issn_series | 2366-8717 |
| copyright | Hindustan Book Agency 2023 |
发表于 2025-3-21 16:55:30
