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Stochastic Approximation: From Statistical Origin to Big-Data, Multidisciplinary Applications

Lai, TL; Yuan, HS

Lai, TL (corresponding author), Stanford Univ, Dept Stat, 390 Jane Stanford Way, Stanford, CA 94305 USA.

STATISTICAL SCIENCE, 2021; 36 (2): 291

Abstract

Stochastic approximation was introduced in 1951 to provide a new theoretical framework for root finding and optimization of a regression function in t......

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