Search Results - subject:"stochastic gradient"

Subgradient sampling for nonsmooth nonconvex minimization

Bolte, Jérôme; Le, Tam; Pauwels, Edouard - 2022

Persistent link: https://www.econbiz.de/10012888151

Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods

Peng, Yijie; Fu, Michael; Hu, Jiaqiao; L'Ecuyer, Pierre; … - In: Journal of management science and engineering 7 (2022) 4, pp. 550-577

The generalized likelihood ratio (GLR) method is a recently introduced gradient estimation method for handling discontinuities in a wide range of sample performances. We put the GLR methods from previous work into a single framework, simplify regularity conditions to justify the unbiasedness of...

Persistent link: https://www.econbiz.de/10014315671

A gradient-descent-based framework for solving a stochastic two-echelon delivery problem with cargo-bikes

Achamrah, Fatima Ezzahra; Puchinger, Jakob - In: Transportation research : an international journal 189 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015095435

Improving the prediction of firm performance using nonfinancial disclosures : a machine learning approach

Sufi, Usman; Hasan, Arshad; Hussainey, Khaled - In: Journal of accounting in emerging economies : JAEE 14 (2024) 5, pp. 1223-1251

Persistent link: https://www.econbiz.de/10015077695

Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Wang, Ziheng; Sirignano, Justin - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 348-424

Persistent link: https://www.econbiz.de/10014514766

Feature-based inventory control with censored demand

Ding, Jingying; Huh, Woonghee Tim; Ying, Rong - In: Manufacturing & service operations management : M & SOM 26 (2024) 3, pp. 1157-1172

Persistent link: https://www.econbiz.de/10014536812

Neural networks for partially linear quantile regression

Zhong, Qixian; Wang, Jane-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 603-614

Persistent link: https://www.econbiz.de/10015053431

Estimation and inference by stochastic optimization

Forneron, Jean-Jacques - In: Journal of econometrics 238 (2024) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10015073939

Risk Budgeting portfolios : existence and computation

Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924

Persistent link: https://www.econbiz.de/10014565279

Stochastic subgradient descent escapes active strict saddles on weakly convex functions

Bianchi, Pascal; Hachem, Walid; Schechtman, Sholom - In: Mathematics of operations research 49 (2024) 3, pp. 1761-1790

Persistent link: https://www.econbiz.de/10015047790