List questions from stochastic-approximation

Published on 13 Apr 2026 - 18:28

65

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Global stochastic maximization of a multi-parameter function

Published on 12 Apr 2026 - 2:12

1k

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Burkholder-Davis-Gundy inequalities

Published on 11 Apr 2026 - 21:43

183

Views

Martingale and quadratic variation inequality

Published on 16 Apr 2026 - 14:59

1.1k

Views

When can we say an algorithm is parameter free?

Published on 11 Apr 2026 - 17:44

412

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Difference between online optimization and stochastic optimization

Published on 11 Apr 2026 - 1:02

78

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Help needed to understand the formulation of the robbinson monro theorem.

Published on 10 Apr 2026 - 19:29

1.7k

Views

Determining the parameters of a differential equation

Published on 13 Apr 2026 - 9:17

72

Views

Prove that: $E[\int^{\tau}_{0} f(t)d\omega(t)]=0$ and $E\mid \int^{\tau}_{0} f(t)d\omega(t)\mid^2=E[\int^{\tau}_{0} f^2(t)dt]$.

Published on 08 Apr 2026 - 6:39

47

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Steps to understand that $ \sigma \int_t^T e^{\kappa(s-T)} dW_s $ is distributed $ \sigma \sqrt{\frac{1-e^{-2\kappa (T-t)}}{2 \kappa}} N_{0,1}$

Published on 28 Apr 2026 - 14:56

5.3k

Views

Variance converging to zero implies weak convergence to delta measure?

Published on 14 Apr 2026 - 16:12

316

Views

Simple application of Donsker's theorem

Published on 12 Apr 2026 - 8:45

106

Views

Equicontinuity of stochastic approximation projection terms in Kushner and Yin

Published on 22 Apr 2016 - 11:56

2k

Views

Error Estimates. L1 or L2 norm?

Published on 01 Apr 2026 - 15:15

255

Views

Deriving the E-Step and M-Steps of the EM-Algorithm?

Published on 23 Apr 2026 - 13:03

List Question

Kullback-Leibler divergence when the $Q$ distribution has zero values

Global stochastic maximization of a multi-parameter function

Burkholder-Davis-Gundy inequalities

Martingale and quadratic variation inequality

When can we say an algorithm is parameter free?

Difference between online optimization and stochastic optimization

Help needed to understand the formulation of the robbinson monro theorem.

Determining the parameters of a differential equation

Prove that: $E[\int^{\tau}_{0} f(t)d\omega(t)]=0$ and $E\mid \int^{\tau}_{0} f(t)d\omega(t)\mid^2=E[\int^{\tau}_{0} f^2(t)dt]$.

Steps to understand that $ \sigma \int_t^T e^{\kappa(s-T)} dW_s $ is distributed $ \sigma \sqrt{\frac{1-e^{-2\kappa (T-t)}}{2 \kappa}} N_{0,1}$

Variance converging to zero implies weak convergence to delta measure?

Simple application of Donsker's theorem

Equicontinuity of stochastic approximation projection terms in Kushner and Yin

Error Estimates. L1 or L2 norm?

Deriving the E-Step and M-Steps of the EM-Algorithm?

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