AbstractIn this paper, we establish the almost sure convergence of Rd-valued sequences generated by a particular class of stochastic algorithms and we apply this result to a stochastic approximation type EM algorithm for the mixture problem
AbstractSolomonoff’s central result on induction is that the prediction of a universal semimeasure M...
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investiga...
The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alt...
In this paper, we establish the almost sure convergence of d-valued sequences generated by a particu...
AbstractA random optimization problem P0 minx∈Г0(ω) ƒ0(x,ω), ω∈Ω, is approximated by a sequence of r...
We consider a stochastic gradient process, which is a special case of stochastic approximation proce...
International audienceWe study the almost sure convergence of randomly truncated stochastic algorith...
AbstractIn this paper the almost sure convergence of Gaussian m-Markovian sequences is studied
This paper is dedicated to Prof. Eduardo Sontag on the occasion of his seventieth birthday. In this ...
We study the almost sure asymptotic behaviour of stochastic approximation algorithms for the search ...
We consider a class of stochastic approximation (SA) algorithms for solving a system of estimating e...
International audienceWe prove two almost sure convergence theorems of a stochastic approximation pr...
In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce ...
AbstractA necessary and sufficient condition is given for the convergence in probability of a stocha...
AbstractSome sufficient conditions of stable convergence to mixtures of distributions for sums of de...
AbstractSolomonoff’s central result on induction is that the prediction of a universal semimeasure M...
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investiga...
The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alt...
In this paper, we establish the almost sure convergence of d-valued sequences generated by a particu...
AbstractA random optimization problem P0 minx∈Г0(ω) ƒ0(x,ω), ω∈Ω, is approximated by a sequence of r...
We consider a stochastic gradient process, which is a special case of stochastic approximation proce...
International audienceWe study the almost sure convergence of randomly truncated stochastic algorith...
AbstractIn this paper the almost sure convergence of Gaussian m-Markovian sequences is studied
This paper is dedicated to Prof. Eduardo Sontag on the occasion of his seventieth birthday. In this ...
We study the almost sure asymptotic behaviour of stochastic approximation algorithms for the search ...
We consider a class of stochastic approximation (SA) algorithms for solving a system of estimating e...
International audienceWe prove two almost sure convergence theorems of a stochastic approximation pr...
In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce ...
AbstractA necessary and sufficient condition is given for the convergence in probability of a stocha...
AbstractSome sufficient conditions of stable convergence to mixtures of distributions for sums of de...
AbstractSolomonoff’s central result on induction is that the prediction of a universal semimeasure M...
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investiga...
The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alt...
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