Concepedia

Performance analysis of stochastic gradient algorithms under weak conditions

Feng Ding, Huizhong Yang, Fei Liu

Science in China Series F Information Sciences · 2008 · 121 citations · 20 references

Concepts

Natural SciencesComputer ScienceMathematicsAlgorithmsOptimizationStochastic ProcessesGradient-based OptimizationStochastic CalculusStochastic Differential EquationsStochastic OptimizationWeak ConvergenceWeak FormulationGradient DescentStochastic Gradient DescentStrong ConvexityWeak Boundary ConditionsWeak Convergence Of Stochastic ProcessesWeak Stationarity

References

20

Adaptive filtering, prediction and control

Pétros Ioannou · Automatica · 1985 · 4.5K citations

Engineering, Computer Science, Forecasting +11

Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

Tze Leung Lai, Ching Zong Wei · The Annals of Statistics · 1982 · 640 citations · Full text

Engineering, Mathematics, Systems Engineering +17

Identification of Hammerstein nonlinear ARMAX systems

Feng Ding, Tongwen Chen · Automatica · 2005 · 388 citations

Natural Sciences, Mathematics, Dynamical Systems +5

Combined parameter and output estimation of dual-rate systems using an auxiliary model

Feng Ding, Tongwen Chen · Automatica · 2004 · 376 citations

Engineering, Mathematics, Systems Engineering +14

Performance analysis of multi-innovation gradient type identification methods

Feng Ding, Tongwen Chen · Automatica · 2006 · 337 citations

Architecture, Innovation Management, Machine Learning +4