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- W4384283914 abstract "Stochastic approximation is an iterative algorithm for solving an unknown equation using noisy observation data. In this paper, we revisit a convergence condition of stochastic approximation for a linear equation, where the noise is assumed to be a sequence whose time average converges to zero. In this case, it is usually assumed that the noisy coefficient matrix of the equation is symmetric, while it is not assumed in this paper. Instead, we slightly strengthen the noise convergence and show that the stochastic approximation gives the exact solution of the equation under this novel condition. The proposed condition is useful for establishing a multi-parameter stochastic approximation." @default.
- W4384283914 created "2023-07-15" @default.
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- W4384283914 date "2023-04-15" @default.
- W4384283914 modified "2023-10-01" @default.
- W4384283914 title "線形方程式に対する確率近似法の収束条件" @default.
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- W4384283914 doi "https://doi.org/10.5687/iscie.36.99" @default.
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