화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.36, No.4, 1293-1314, 1998
Some pathological traps for stochastic approximation
We consider different kinds of "pathological traps" for stochastic algorithms, thus extending a previous study on regular traps. An illustration is given by the complete proof of the convergence of a principal component analysis (PCA) algorithm when the eigenvalues are multiple.