Almost sure convergence of a class of stochastic algorithms

Jean Claude Biscarat

Stochastic Processes and their Applications, 1994, vol. 50, issue 1, 83-99

Abstract: In this paper, we establish the almost sure convergence of d-valued sequences generated by a particular class of stochastic algorithms and we apply this result to a stochastic approximation type EM algorithm for the mixture problem.

Keywords: Monte; Carlo; EM; algorithms; stopping; times; mixtures; of; distributions (search for similar items in EconPapers)
Date: 1994
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