Scandinavian Journal of Statistics, Vol. 18, No. 1 (1991), pp. 39-50 (12 pages) An iterative stochastic approximation to the maximum likelihood estimate is developed for the Strauss point process. We ...
Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...
A new non-parametric stochastic approximation procedure for estimating the roots of a non-decreasing regression function is described. The observations are taken on a discrete lattice and the ...
Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...