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Uncertainty Quantification for Stochastic Approximation Lim..:
Crépey, S.
;
Fort, G.
;
Gobet, E.
.
SIAM/ASA Journal on Uncertainty Quantification. 8 (2020) 3 - p. 1061-1089 , 2020
Link:
https://doi.org/10.1137/18m1178517
RT Journal T1 <Title>Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_18m1178517&Exemplar=1&LAN=DE A1 Crépey, S. A1 Fort, G. A1 Gobet, E. A1 Stazhynski, U. PB Society for Industrial & Applied Mathematics (SIAM) YR 2020 SN 2166-2525 JF SIAM/ASA Journal on Uncertainty Quantification VO 8 IS 3 SP 1061 OP 1089 LK http://dx.doi.org/https://doi.org/10.1137/18m1178517 DO https://doi.org/10.1137/18m1178517 SF ELIB - SuUB Bremen
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