On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic

Debavelaere, V; Durrleman, S; Allassonniere, S

Debavelaere, V (corresponding author), Ecole Polytech, Ctr Math Appl, Palaiseau, France.

ELECTRONIC JOURNAL OF STATISTICS, 2021; 15 (1): 1583

Abstract

In this paper, we extend the framework of the convergence of stochastic approximations. Such a procedure is used in many methods such as parameters es......

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