General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type

Steffen Dereich, Thomas Müller-Gronbach. General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type. Numerische Mathematik, 142(2):279-328, 2019. [doi]

Authors

Steffen Dereich

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Thomas Müller-Gronbach

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