Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Henry Lam, Haidong Li, Xuhui Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Lam, Henry ; Li, Haidong ; Zhang, Xuhui |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 1, p. 40-47
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| Subject: | Stochastic gradient estimation | Zeroth-order oracle | Finite difference | Minimax efficiency | Le Cam's method | Modulus of continuity | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Nichtlineare Optimierung | Nonlinear programming | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485995