Non-Standard Stochastic Approximation Scheme

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3374 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3374 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3374 archive 351 disk0/00/00/33/21 2016-01-15 02:00:00 2021-08-27 17:13:39 2016-01-15 02:00:00 monograph show 2 Charamza P. AL0558 Non-Standard Stochastic Approximation Scheme pub iis_met prog_ado prog_ysp An adaptive stochastic approximation scheme is suggested for solving a system of equations defined by functions whose values are available only through random observations on a given lattice. To improve the performance of the basic stochastic approximation scheme in the presence of outliers, the author uses isotonic and quasi-isotonic regression to fit the observed function values. The convergence of the algorithm is proved. 1989-03 published WP-89-023 WP-89-023 10 1801 public working_paper IIASA, Laxenburg, Austria 38 FALSE info:eu-repo/semantics/book