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Shuhei Ogihara, Shigeyoshi Ogawa

On a discrete stochastic approximation and its application to data analysis

Stochastic approximation is a method to search for the unique solution of the equation M(x) = α under noisy observation. In this note, we are concerned with a discrete version of the method and its applications to data analysis.

Monte Carlo Methods and Applications, Walter de Gruyter

Print ISSN: 0929-9629
Volume: 9, 01/2003
Pages: 39 - 50

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