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Robust estimation using the Robbins-Monro stochastic approximation algorithm.

E. L. PriceV. David VandeLinde
Published in: IEEE Trans. Inf. Theory (1979)
Keyphrases
  • stochastic approximation
  • robust estimation
  • dynamic programming
  • monte carlo
  • learning algorithm
  • cost function
  • worst case
  • computational complexity
  • np hard
  • search space
  • expectation maximization
  • robust statistical