Lan, Guanghui; Nemirovski, Arkadi; Shapiro, Alexander Validation analysis of mirror descent stochastic approximation method. (English) Zbl 1273.90154 Math. Program. 134, No. 2 (A), 425-458 (2012). Reviewer: Jean-Jacques Strodiot (Namur) MSC: 90C25 62L20 90C15 65C05 PDFBibTeX XMLCite \textit{G. Lan} et al., Math. Program. 134, No. 2 (A), 425--458 (2012; Zbl 1273.90154) Full Text: DOI
Goldenschluger, Alexander; Nemirovski, Arkadi Adaptive de-noising of signals satisfying differential inequalities. (English) Zbl 0879.94006 IEEE Trans. Inf. Theory 43, No. 3, 872-889 (1997). MSC: 94A12 93E10 62G99 PDFBibTeX XMLCite \textit{A. Goldenschluger} and \textit{A. Nemirovski}, IEEE Trans. Inf. Theory 43, No. 3, 872--889 (1997; Zbl 0879.94006) Full Text: DOI Link