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physics.data-an2009★ 17 cited
Variable Metric Stochastic Approximation Theory
Peter Sunehag, Jochen Trumpf, S. V. N. Vishwanathan +1
We provide a variable metric stochastic approximation theory. In doing so, we provide a convergence theory for a large class of online variable metric methods including the recentl…
physics.data-an2007
On a Connection between Entropy, Extensive Measurement and Memoryless Characterization
Peter Sunehag
We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study i…