Stochastic Approximations of Average Values using Proportions of Samples IRI Technical Report

نویسندگان

  • Alejandro Agostini
  • Enric Celaya
چکیده

In this work we explain how the stochastic approximation of the average of a random variable is carried out when the observations used in the updates consist in proportion of samples rather than complete samples. Institut de Robòtica i Informàtica Industrial (IRI) Consejo Superior de Investigaciones Cientı́ficas (CSIC) Universitat Politècnica de Catalunya (UPC) Llorens i Artigas 4-6, 08028, Barcelona, Spain Tel (fax): +34 93 401 5750 (5751) http://www.iri.upc.edu Corresponding author: Alejandro Agostini tel: +34 93 401 5786 [email protected] http: //www.iri.upc.edu/people/agostini

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تاریخ انتشار 2011