activity
20062020
most citedA companion for the Kiefer--Wolfowitz--Blum stochastic approximation algorithm

67 citations · 161 across the 9 of their papers we have counts for

collaborators

9 papers

cs.DB2020

A Recursive Algorithm for Mining Association Rules

Abdelkader Mokkadem, Mariane Pelletier, Louis Raimbault

Mining frequent itemsets and association rules is an essential task within data mining and data analysis. In this paper, we introduce PrefRec, a recursive algorithm for finding fre…

math.ST2008★ 24 cited

Revisiting Révész's stochastic approximation method for the estimation of a regression function

Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui

In a pioneer work, Révész (1973) introduces the stochastic approximation method to build up a recursive kernel estimator of the regression function . However, ac…

math.ST2008

The stochastic approximation method for the estimation of a multivariate probability density

Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui

We apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil (199…

math.ST2008

Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function

Abdelkader Mokkadem, Mariane Pelletier, Baba Thiam

Let and denote the location and the size of the mode of a probability density. We study the joint convergence rates of semirecursive kernel estimators of and . We sh…

math.ST2007

Large and moderate deviations principles for kernel estimators of the multivariate regression

Abdelkader Mokkadem, Mariane Pelletier, Baba Thiam

In this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for the semi-recursive kernel estimator of the regression in the multidimensional case. Und…

math.PR2006★ 61 cited

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

Abdelkader Mokkadem, Mariane Pelletier

The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging…