On the Constrained Stochastic Gradient Algorithm: Model, Performance, and Improved Version.
Javier E. KolodziejOrlando José TobiasRui SearaDennis R. MorganPublished in: IEEE Trans. Signal Process. (2009)
Keyphrases
- stochastic gradient
- objective function
- probabilistic model
- cost function
- em algorithm
- np hard
- expectation maximization
- optimization algorithm
- utility maximization
- learning algorithm
- bayesian framework
- kalman filter
- parameter estimation
- optimal solution
- worst case
- similarity measure
- closed form
- convergence rate
- linear model
- lower bound