\documentclass[11pt]{article} \setlength{\oddsidemargin}{0.0truein} \setlength{\evensidemargin}{0.0truein} \setlength{\textwidth}{6.5truein} \setlength{\topmargin}{0.0truein} \setlength{\textheight}{9.0truein} \setlength{\headsep}{0.0truein} \setlength{\headheight}{0.0truein} \setlength{\topskip}{10.0pt} \setlength{\parskip}{5mm} \usepackage{url} \usepackage{amsmath} \usepackage{amssymb} \pagestyle{empty} \begin{document} \begin{center} \textbf{\Large{\textsc{STANFORD UNIVERSITY}}}\\[5pt] \textbf{\Large{\textsc{DEPARTMENT OF STATISTICS}}}\\[5pt] \Large{\textsc{DEPARTMENTAL SEMINAR}} \end{center} % In the following statements, replace "Time of talk", % "Weekday", and "Date of talk". An example is provided. % If you are not sure about this, just skip this part. \begin{center} %% Time of talk, Weekday, Date of talk\\ %% Example: 4:15 p.m., Tuesday, November 20th, 2007\\ 4:15 p.m., Tuesday, January 15th, 2008\\ Sequoia Hall Room 200\\ (Cookies at 3:45 in 1st Floor Lounge) \end{center} % In the following statements, replace "Name of the speaker" with your % name, "Department Affiliation" with your department affiliation, and %"University Affiliation" with your university affiliation. \begin{center} \textsl{Inchi Hu} \\ Department of Information and Systems Management\\ Hong Kong University of Science and Technology, Hong Kong, China \end{center} % In the following statements, replace "Title of the talk" % with your title of the talk. \begin{center} \subsection*{The coupling spline model and stochastic approximation} \end{center} % In the following statements, replace "Abstract of the talk" % with your abstract. \noindent The seminal work of Robbins and Monro (1951) brought into being a sequential nonparametric procedure to find the root of a regression function. The nonparametric nature of Robbins-Monro scheme allows broad applicability but also causes slower convergence. This talk introduces a new semi-parametric model and an algorithm to generate a sequence of approximations to the root. The simulation study demonstrates computational efficiency and faster convergence of the proposed method. With moderate sample sizes, the method is as accurate as the optimal Robbins-Monro procedure in the linear case. In a few nonlinear examples, it is 10 to over 1000 times more accurate as measured by mean square error. We then apply the algorithm to compute MLE in some spatial models and generalized linear mixed models and report some encouraging results. \end{document}