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.
Epub (Kobo), Epub (Adobe)
Publication Date: 01/02/2024
- ISBN:
- 9789819982776
- 9789819982776
- Category:
- Probability & statistics
- Format:
- Epub (Kobo), Epub (Adobe)
- Publication Date:
- 01-02-2024
- Language:
- English
- Publisher:
- Springer Nature Singapore
This item is delivered digitally
Great!
Click on Save to My Library / Lists
Click on Save to My Library / Lists
Select the List you'd like to categorise as, or add your own
Here you can mark if you have read this book, reading it or want to read
Awesome! You added your first item into your Library
Great! The fun begins.
Click on My Library / My Lists and I will take you there
Click on My Library / My Lists and I will take you there
Reviews
Be the first to review Stochastic Approximation: A Dynamical Systems Viewpoint.
Share This eBook: