Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Gross, A. J. and McLean, D. C. 2005. Stochastic Approximation. Encyclopedia of Biostatistics. 7.
- Published Online: 15 JUL 2005
Stochastic approximation is a method for approximating the root of the equation M(θ) = m0, when the function M(.) is not directly observable but can be cast as the expectation of a suitably defined regression function. The method was introduced by Robbins and Munro in 1951 and has since been extensively refined and extended. It has found application in many areas of biostatistics and in the application of neural networks.
- approximation methods;
- neural networks;
- simulation methods