Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503): Difference between revisions

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Revision as of 23:07, 19 March 2024

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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
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    Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (English)
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    11 March 2022
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    stochastic gradient
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    infinitesimal perturbation analysis
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    likelihood ratio
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    variance comparison
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    option delta
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