ALMOST SURE CONVERGENCE OF A CLASS OF STOCHASTIC ALGORITHMS

被引：10

作者：

BISCARAT, JC ^{[1
]}

机构：

[1] UNIV PARIS 06,LSTA,PARIS,FRANCE

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 50卷 / 01期

关键词：

MONTE-CARLO EM ALGORITHMS; STOPPING TIMES; MIXTURES OF DISTRIBUTIONS;

D O I：

10.1016/0304-4149(94)90149-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we establish the almost sure convergence of R-valued sequences generated by a particular class of stochastic algorithms and we apply this result to a stochastic approximation type EM algorithm for the mixture problem.

引用

页码：83 / 99

页数：17

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