3 citations · 3 across the 2 of their papers we have counts for
2 papers
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…
cs.LG2024★ 3 cited
A Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence
Siwei Liu, Ke Ma, Stephan M. Goetz
We propose a new method to improve the convergence speed of the Robbins-Monro algorithm by introducing prior information about the target point into the Robbins-Monro iteration. We…