2 papers
math.ST2016
Asymptotic Behaviour of Truncated Stochastic Approximation Procedures
Teo Sharia, Lei Zhong
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequen…
math.ST2015
Rate of Convergence of Truncated Stochastic Approximation Procedures with Moving Bounds
Teo Sharia, Lei Zhong
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence,…