Stochastic Approximation: A Dynamical Systems Viewpoint / / by Vivek S. Borkar
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| Autore: |
Borkar Vivek S.
|
| Titolo: |
Stochastic Approximation: A Dynamical Systems Viewpoint / / by Vivek S. Borkar
|
| Pubblicazione: | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Edizione: | 2nd ed. 2023. |
| Descrizione fisica: | 1 online resource (280 pages) |
| Disciplina: | 519.2 |
| Soggetto topico: | Statistics |
| Artificial intelligence | |
| Probabilities | |
| Operations research | |
| Game theory | |
| Automatic control | |
| Statistical Theory and Methods | |
| Artificial Intelligence | |
| Probability Theory | |
| Operations Research and Decision Theory | |
| Game Theory | |
| Control and Systems Theory | |
| Anàlisi estocàstica | |
| Soggetto genere / forma: | Llibres electrònics |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 1. Introduction -- 2. Convergence Analysis -- 3. Finite Time Bounds and Traps -- 4. Stability Criteria -- 5. Stochastic Recursive Inclusions -- 6. Asynchronous Schemes -- 7. A Limit Theorem for Fluctuations -- 8. Multiple Timescales -- 9. Constant Stepsize Algorithms -- 10. General Noise Models -- 11. Stochastic Gradient Schemes -- 12. Liapunov and Related Systems -- 13. Appendix A: Topics in Analysis -- 14. Appendix B: Ordinary Differential Equations -- 15. Appendix C: Topics in Probability -- Bibliography -- Index. . |
| Sommario/riassunto: | This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field. |
| Titolo autorizzato: | Stochastic approximation |
| ISBN: | 9789819982776 |
| 9819982774 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910831015103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Texts and Readings in Mathematics, . 2366-8725 ; ; 48