Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7487787
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient |
scientific article; zbMATH DE number 7487787 |
Statements
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (English)
0 references
11 March 2022
0 references
stochastic gradient
0 references
infinitesimal perturbation analysis
0 references
likelihood ratio
0 references
variance comparison
0 references
option delta
0 references
0 references
0.88200074
0 references
0.87675357
0 references
0.8755504
0 references
0.86734855
0 references
0.86417246
0 references
0.86271155
0 references
0 references
0.85957223
0 references
