There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
—In many application scenarios sensors need to calculate the average of some local values, e.g. of local measurements. A possible solution is to rely on consensus algorithms. In ...
Konstantin Avrachenkov, Mahmoud El Chamie, Giovann...
—We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation t...
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...