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Licensed Unlicensed Requires Authentication Published by De Gruyter 2003

On a discrete stochastic approximation and its application to data analysis

  • Shuhei Ogihara and Shigeyoshi Ogawa
From the journal Monte Carlo Methods and Applications
https://doi.org/10.1515/156939603322587452

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.

Published Online: --
Published in Print: 2003-01-01

Copyright 2003, Walter de Gruyter

From the journal
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications
Volume 9 Issue 1
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