篇名 | THE EXISTENCE FOR A NEW ROBBINS-MONRO SEQUENTIAL PROBLEM |
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卷期 | 12:1 |
並列篇名 | 一個ROBBINS-MONRO隨機問題新方法的存在性 |
作者 | 費吳探 |
頁次 | 005-008 |
關鍵字 | Stochastic approximation 、 Robbins-Monro procedure |
出刊日期 | 199101 |
Moser與費吳琛於1989年提出一個新的Robb ins-Monro隨機近似過程,此篇論文證明了其充 分存在定理,在此一新的隨機近似過程中,對一遞增的迴歸式而言,任何根均可用所估計的兩 個根的線性組合來表示,本文亦舉例證明此充分存在定理與線性組合之特性。
A sufficient condition for the new Robbins-Monro sequential procedure proposed by Moser and Fei in 1989 is proved. Any root for the increasing regression function used in this new procedure can be presented as a linear combination of the roots estimated. Some examples are given to expound the sufficient condition and the linear combination.