Stochastic Approximation: A Dynamical Systems Viewpoint Second Edition
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- Hardcover ausgewählt
- Taschenbuch
- eBook
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Sprache:Englisch
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Verlag:Hindustan Book Agency and Indian National Science Academy
Fr. 139.00
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
23.11.2023
Verlag
Hindustan Book Agency and Indian National Science AcademySeitenzahl
268
Auflage
2022 edition
Sprache
Englisch
ISBN
978-81-957829-3-2
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.
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