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Trajectory averaging for stochastic approximation MCMC algorithms
Trajectory averaging MCMC algorithms
2010/11/18
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area...
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
2007/12/10
A new approach for stochastic approximation in real time is developed. A number of processors are simultaneously active to carry out a computing task. All processors work on the same system with diffe...