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]

@inproceedings{LiuHS19,
  title = {Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method},
  author = {Shuyu Liu and Yingze Hou and James C. Spall},
  year = {2019},
  doi = {10.1109/CISS.2019.8693022},
  url = {https://doi.org/10.1109/CISS.2019.8693022},
  researchr = {https://researchr.org/publication/LiuHS19},
  cites = {0},
  citedby = {0},
  pages = {1-6},
  booktitle = {53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, MD, USA, March 20-22, 2019},
  publisher = {IEEE},
  isbn = {978-1-7281-1151-3},
}