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20242026
most citedA Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence

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math.OC2025

An Iterative Bayesian Robbins--Monro Sequence

Siwei Liu, Ke Ma, Stephan M. Goetz

This study introduces an iterative Bayesian Robbins--Monro (IBRM) sequence, which unites the classical Robbins--Monro sequence with statistical estimation for faster root-finding u…