Implicit methods for iterative estimation with large data sets
The ideal estimation method needs to fulfill three requirements: (i) efficient computation, (ii) statistical efficiency, and (iii) numerical stability. The classical stochastic approximation of (Robbins, 1951) is an iterative estimation method, where the current iterate (parameter estimate) is updat...
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| Format: | Others |
| Language: | en |
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Harvard University
2017
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| Online Access: | http://nrs.harvard.edu/urn-3:HUL.InstRepos:33493434 |