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SUMMARY:Truncated stochastic approximation with moving bounds - Sharia\, T
  (Royal Holloway\, University of London)
DTSTART:20140425T130000Z
DTEND:20140425T134500Z
UID:TALK52189@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:A wide class of truncated stochastic approximation procedures 
 with moving random bounds will be discussed. This class of procedures has 
 three main characteristics: truncations with random moving bounds\, a matr
 ix-valued random step-size sequence\, and a dynamically changing random re
 gression function. While we believe that the proposed class of procedures 
 will find its way to a wider range of applications\, the main motivation i
 s to accommodate applications to parametric statistical estimation theory.
  The proposed method allows for incorporation of auxiliary information int
 o the estimation process\, and is consistent and asymptotically efficient 
 under certain regularity conditions.\n\nRelated Links: http://arxiv.org/pd
 f/1101.0031v4.pdf - Link to the paper in ArXiv\n
LOCATION:Seminar Room 1\, Newton Institute
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