Abhishek K. Gupta, Hao Chen, Jianzong Pi, Gaurav Tendolkar
{"title":"由递推随机算法导出的马尔可夫链的一些极限性质","authors":"Abhishek K. Gupta, Hao Chen, Jianzong Pi, Gaurav Tendolkar","doi":"10.1137/19m1258104","DOIUrl":null,"url":null,"abstract":"Recursive stochastic algorithms have gained significant attention in the recent past due to data-driven applications. Examples include stochastic gradient descent for solving large-scale optimizati...","PeriodicalId":74797,"journal":{"name":"SIAM journal on mathematics of data science","volume":"97 1","pages":"967-1003"},"PeriodicalIF":1.9000,"publicationDate":"2020-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms\",\"authors\":\"Abhishek K. Gupta, Hao Chen, Jianzong Pi, Gaurav Tendolkar\",\"doi\":\"10.1137/19m1258104\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Recursive stochastic algorithms have gained significant attention in the recent past due to data-driven applications. Examples include stochastic gradient descent for solving large-scale optimizati...\",\"PeriodicalId\":74797,\"journal\":{\"name\":\"SIAM journal on mathematics of data science\",\"volume\":\"97 1\",\"pages\":\"967-1003\"},\"PeriodicalIF\":1.9000,\"publicationDate\":\"2020-10-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"SIAM journal on mathematics of data science\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1137/19m1258104\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"SIAM journal on mathematics of data science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/19m1258104","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms
Recursive stochastic algorithms have gained significant attention in the recent past due to data-driven applications. Examples include stochastic gradient descent for solving large-scale optimizati...