In this chapter, we review the Finite Difference Stochastic Approximation (FDSA) algorithm, also known as Kiefer-Wolfowitz (K-W) algorithm, and some of its variants for finding a local minimum of an objective function. The K-W scheme is a version of the Robbins-Monro stochastic approximation ...
P. (2014). A kiefer-wolfowitz type of result in a general setting, with an application to smooth monotone estimation. Electron. J. Statist., 8(2):2479-2513.Durot, C. and Lopuhaa¨, H. (2013). A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth ...
Correction Notes: Correction to \"A Continuous Kiefer-Wolfowitz Procedure for Random Processes\" DJ Sakrison - 《Annals of Mathematical Statistics》 被引量: 0发表: 1966年 Beamfilling Errors in Passive Microwave Rainfall Retrievals There are currently large numbers of rainfall retrieval algorithms based...
Two-sample Dvoretzky-Kiefer-Wolfowitz inequalitiesWeiF.DudleyR.M.ingentaconnectSTATS AND PROBABILITY LETTERSWei, F. and Dudley, R. M. (2012). Two-sample Dvoretzky-Kiefer-Wolfowitz inequalities. Statist. Probab. Lett. 82 636-644. MR2887482...
In this article, we study the algorithm of KieferWolfowitz underquasi-associated random errors. We establish the complete convergence and obtain an exponential bound. Additionally, we build a confidence interval for the minimum. Numerical examples are sketched out to confirm the theoretical results and...
Chen, "A Kiefer-Wolfowitz algorithm based iterative learning control for Hammerstein-WIEner systems," Asian Journal of Control, vol. 14, no. 4, pp. 1070-1083, 2012.Dong Shen,Han-Fu Chen. A KIEFER-WOLFOWITZ ALGORITHM BASED ITERATIVE LEARNING CONTROL FOR HAMMERSTEIN-WIENER SYSTEMS[J].Asian ...
Chen, "A Kiefer-Wolfowitz algorithm based iterative learning control for Hammerstein-WIEner systems," Asian Journal of Control, vol. 14, no. 4, pp. 1070-1083, 2012.Dong Shen,Han-Fu Chen. A KIEFER-WOLFOWITZ ALGORITHM BASED ITERATIVE LEARNING CONTROL FOR HAMMERSTEIN-WIENER SYSTEMS[J].Asian ...
We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the ...
Wierich W (1989) An Application of Kiefer-Wolfowitz Equivalence Theorem to ANOVA Models with Additive Regression. J Statist Planning and Inference, Vol 21, pp 277-283Wierich, W (1989) An Application of Kiefer-Wolfowitz Equivalence Theorem to ANOVA Models with Additive Regression. J Statist ...
Dual optimization for Kiefer-Wolfowitz problemsR. Koenker