Event-driven stochastic approximation

被引：0

作者：

Vivek S. Borkar

Neeraja Sahasrabudhe

M. Ashok Vardhan

机构：

[1] Indian Institute of Technology,Department of Electrical Engineering

[2] University of Illinois at Urbana-Champaign,Department of Electrical Engineering

来源：

Indian Journal of Pure and Applied Mathematics | 2016年 / 47卷

关键词：

Stochastic approximation; asynchronous computation; distributed algorithms; o.d.e. limit; sampling bias;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider a Robbins-Monro type iteration wherein noisy measurements are event-driven and therefore arrive asynchronously. We propose a modification of step-sizes that ensures desired asymptotic behaviour regardless of this aspect. This generalizes earlier results on asynchronous stochastic approximation wherein the asynchronous behaviour is across different components, but not along the same component of the vector iteration, as is the case considered here.

引用

页码：291 / 299

页数：8

共 50 条

[1] EVENT-DRIVEN STOCHASTIC APPROXIMATION
Borkar, Vivek S.
Sahasrabudhe, Neeraja
Vardhan, M. Ashok
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 2016, 47 (02): : 291 - 299
[2] Stochastic Event-Driven Molecular Dynamics
Donev, Aleksandar
Garcia, Alejandro L.
Alder, Berni J.
JOURNAL OF COMPUTATIONAL PHYSICS, 2008, 227 (04) : 2644 - 2665
[3] Stochastic Coverage in Event-Driven Sensor Networks
She, Huimin
Lu, Zhonghai
Jantsch, Axel
Zhou, Dian
Zheng, Li-Rong
2011 IEEE 22ND INTERNATIONAL SYMPOSIUM ON PERSONAL INDOOR AND MOBILE RADIO COMMUNICATIONS (PIMRC), 2011, : 915 - 919
[4] Event-driven simulation of spiking neurons with stochastic dynamics
Reutimann, J
Giugliano, M
Fusi, S
NEURAL COMPUTATION, 2003, 15 (04) : 811 - 830
[5] Control design and analysis of a stochastic event-driven system
Soltani, Mohammad
Singh, Abhyudai
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 5789 - 5794
[6] Stochastic Control of Event-Driven Feedback in Multiantenna Interference Channels
Huang, Kaibin
Lau, Vincent K. N.
Kim, Dongku
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2011, 59 (12) : 6112 - 6126
[7] Event-Driven Stochastic Compact Model for Resistive Switching Devices
Sune, J.
Bargallo-Gonzalez, M.
Saludes, M.
Campabadal, F.
Miranda, E.
IEEE TRANSACTIONS ON ELECTRON DEVICES, 2024, 71 (08) : 4649 - 4654
[8] Event-driven Image Sensor Application : Event-driven Image Segmentation
Darwish, Amani
Abbass, Hassan
Fesquet, Laurent
Sicard, Gilles
2017 3RD INTERNATIONAL CONFERENCE ON EVENT-BASED CONTROL, COMMUNICATION AND SIGNAL PROCESSING (EBCCSP), 2017,
[9] Event-driven RBAC
Bonatti, Piero
Galdi, Clemente
Torres, Davide
JOURNAL OF COMPUTER SECURITY, 2015, 23 (06) : 709 - 757
[10] An event-driven, stochastic, undirected narrative (EDSUN) framework for interactive contents
Barclay, Adam
Kaufmann, Hannes
TECHNOLOGIES FOR INTERACTIVE DIGITAL STORYTELLING AND ENTERTAINMENT, PROCEEDINGS, 2006, 4326 : 13 - +

← 1 2 3 4 5 →