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Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method

Shuyu Liu, Yingze Hou, James C. Spall. Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method. In 53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, MD, USA, March 20-22, 2019. pages 1-6, IEEE, 2019. [doi]

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