Stochastic Approximation and Its Application in MCMC
Stochastic approximation has been widely used since first proposed by Herbert Robbins and Sutton Monro in 1951. It is an iterative stochastic method that attempts to find the zeros of functions that cannot be computed directly. In this thesis, we used the technique in several different aspects. It...
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| Format: | Others |
| Language: | en |
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2013
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| Online Access: | http://hdl.handle.net/1969.1/151016 |