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Stochastic Approximation: A Dynamical Systems Viewpoint = Second Edition /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic Approximation: A Dynamical Systems Viewpoint/ by Vivek S. Borkar.
Reminder of title:	Second Edition /
Author:	Borkar, Vivek S.
Description:	XII, 268 p.online resource. :
Contained By:	Springer Nature eBook
Subject:	Statistics . -
Online resource:	https://doi.org/10.1007/978-81-951961-1-1
ISBN:	9788195196111

Stochastic Approximation: A Dynamical Systems Viewpoint = Second Edition /
Borkar, Vivek S.

Stochastic Approximation: A Dynamical Systems ViewpointSecond Edition /[electronic resource] :by Vivek S. Borkar. - 1st ed. 2022. - XII, 268 p.online resource. - Texts and Readings in Mathematics,482366-8725 ;. - Texts and Readings in Mathematics,71.

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. .

This book serves as an advanced text for a graduate course on stochastic algorithms for graduate students in 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.

ISBN: 9788195196111

Standard No.: 10.1007/978-81-951961-1-1doiSubjects--Topical Terms:

1253516
Statistics .

LC Class. No.: QA276-280

Dewey Class. No.: 519.5

Stochastic Approximation: A Dynamical Systems Viewpoint = Second Edition /
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505 0 $a 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. .
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