Online statistical inference for parameters estimation with linear-equality constraints

This publication has 11 references indexed in Scilit:

• Optimization Methods for Large-Scale Machine Learning
  SIAM Review, 2018
• An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution
  Electronic Journal of Statistics, 2017
• A useful variant of the Davis–Kahan theorem for statisticians
  Biometrika, 2014
• Robust Stochastic Approximation Approach to Stochastic Programming
  SIAM Journal on Optimization, 2009
• Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints
  IEEE Transactions on Signal Processing, 2008
• Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
  SIAM Journal on Control and Optimization, 2000
• Acceleration of Stochastic Approximation by Averaging
  SIAM Journal on Control and Optimization, 1992
• Lower bounds for parametric estimation with constraints
  IEEE Transactions on Information Theory, 1990
• A Stochastic Approximation Method
  The Annals of Mathematical Statistics, 1951
• Das asymptotische Verteilungsgesetz der Eigenwerte linearer partieller Differentialgleichungen (mit einer Anwendung auf die Theorie der Hohlraumstrahlung)
  Mathematische Annalen, 1912