On Sampling Rates in Simulation-Based Recursions

DOI10.1137/140951679zbMath1380.93168OpenAlexW2783919261MaRDI QIDQ4600839

Raghu Pasupathy, Soumyadip Ghosh, Fatemeh S. Hashemi, Peter W. Glynn

Publication date: 17 January 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d6ba659ae137a108637847a0980bbf41b6425339

zbMATH Keywords

stochastic optimizationmachine learningstochastic gradientsimulation-based recursions

Mathematics Subject Classification ID

Computational learning theory (68Q32) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Stochastic programming (90C15) Sampled-data control/observation systems (93C57)

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