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Stochastic approximation: Difference between revisions
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Revision as of 23:48, 6 June 2011
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24.1.106.154
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Robbins-Monro algorithm
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Convergence Results
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Line 17:
===Convergence Results===
#If If <math>f(\
dot
cdot
)</math> is twice continuously differentiable, and strongly convex, and the minimizer of <math>f(\
dot
cdot
)</math> belongs to the interior of <math>\Theta</math>, In the classical analysis
==Kiefer-Wolfowitz algorithm==