Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise.
Vinayaka G. YajiShalabh BhatnagarPublished in: Math. Oper. Res. (2020)
Keyphrases
- markov processes
- statistically independent
- random noise
- noise level
- markov chain
- signal to noise ratio
- markov model
- noisy data
- additive noise
- monte carlo
- noise reduction
- stochastic process
- noise model
- noise sensitivity
- stochastic optimization
- markov process
- stochastic nature
- data sets
- gauss markov random fields
- recursive algorithm
- learning automata
- image noise
- missing data