Acceleration of stochastic approximation by averaging

The interface between simulation output analysis research and practice

WSC '95 Proceedings of the 27th conference on Winter simulation

Stochastic version of second-order (Newton-Raphson) optimization using only function measurements

WSC '95 Proceedings of the 27th conference on Winter simulation

Two approaches for estimating the gradient in functional form

WSC '93 Proceedings of the 25th conference on Winter simulation

Monte Carlo estimation for guaranteed-coverage nonnormal tolerance intervals

WSC '93 Proceedings of the 25th conference on Winter simulation

A review of simulation optimization techniques

Proceedings of the 30th conference on Winter simulation

Stochastic optimization and the simultaneous perturbation method

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

Method of Stochastic Approximation with Averaging for Evaluating Sizes of Microparticles in Digital Image

Automation and Remote Control

Combining the Stochastic Counterpart and Stochastic ApproximationMethods

Discrete Event Dynamic Systems

Blind Multiuser Detection in Multirate CDMA Based on Cyclic LMS Adaptation

Wireless Personal Communications: An International Journal

Solving large scale linear prediction problems using stochastic gradient descent algorithms

ICML '04 Proceedings of the twenty-first international conference on Machine learning

Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms

Proceedings of the 34th conference on Winter simulation: exploring new frontiers

Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging

Problems of Information Transmission

Gradient-based simulation optimization

Proceedings of the 38th conference on Winter simulation

Maximum likelihood from spatial random effects models via the stochastic approximation expectation maximization algorithm

Statistics and Computing

The mathematics of continuous-variable simulation optimization

Proceedings of the 40th Conference on Winter Simulation

Low-complexity variable step-size mechanism for code-constrained constant modulus stochastic gradient algorithms applied to CDMA interference suppression

IEEE Transactions on Signal Processing

Erratum: SGDQN is Less Careful than Expected

The Journal of Machine Learning Research

Stochastic Root Finding and Efficient Estimation of Convex Risk Measures

Operations Research

The stochastic root-finding problem: Overview, solutions, and open questions

ACM Transactions on Modeling and Computer Simulation (TOMACS)

On complexity issues of online learning algorithms

IEEE Transactions on Information Theory

Ergodic stochastic optimization algorithms for wireless communication and networking

IEEE Transactions on Signal Processing

Dual Averaging Methods for Regularized Stochastic Learning and Online Optimization

The Journal of Machine Learning Research

General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm

Operations Research

On stochastic gradient and subgradient methods with adaptive steplength sequences

Automatica (Journal of IFAC)

A fast and recursive algorithm for clustering large datasets with k-medians

Computational Statistics & Data Analysis

On the design of a stable adaptive filter for state estimation in high dimensional systems

Automatica (Journal of IFAC)

Asymptotically optimal smoothing of averaged LMS estimates for regression parameter tracking

Automatica (Journal of IFAC)

Manifold identification in dual averaging for regularized stochastic online learning

The Journal of Machine Learning Research

Averaging and derivative estimation within stochastic approximation algorithms

Proceedings of the Winter Simulation Conference

An introspective on the retrospective-approximation paradigm

Proceedings of the Winter Simulation Conference

A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities

Proceedings of the Winter Simulation Conference

The initial transient in steady-state point estimation: contexts, a bibliography, the mse criterion, and the mser statistic

Proceedings of the Winter Simulation Conference

Root finding via darts: dynamic adaptive random target shooting

Proceedings of the Winter Simulation Conference

Using simulation-based stochastic approximation to optimize staffing of systems with skills-based-routing

Proceedings of the Winter Simulation Conference

Constrained stochastic gradient descent for large-scale least squares problem

Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining

Communication-efficient algorithms for statistical optimization

The Journal of Machine Learning Research

An adaptive zero-variance importance sampling approximation for static network dependability evaluation

Computers and Operations Research