On a discrete stochastic approximation and its application to data analysis

Ogihara Shuhei and Ogawa Shigeyoshi

Monte Carlo Methods and Applications, 2003, vol. 9, issue 1, 39-50

Abstract: Stochastic approximation is a method to search for the unique solution of the equation M(x) = α under noisy observation. In this note, we are concerned with a discrete version of the method and its applications to data analysis.

Date: 2003
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/156939603322587452 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:9:y:2003:i:1:p:39-50:n:4

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/mcma/html

DOI: 10.1515/156939603322587452

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().