Stochastic Approximation: A Dynamical Systems Viewpoint (2nd ed. 2023) (Texts and Readings in Mathematics #48)

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Synopsis
This book serves as an advanced text for a graduate course on stochastic algorithms for the students of 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.
Copyright:
2023

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9789819982776
Related ISBNs:
9789819982769
Publisher:
Springer Nature Singapore
Date of Addition:
Copyrighted By:
Hindustan Book Agency
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Computers and Internet, Business and Finance, Technology, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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