Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective

DOI10.1287/opre.2022.2319arXiv1902.04673OpenAlexW4292738145MaRDI QIDQ6196766

Henry Lam, Xinyu Zhang, Xuhui Zhang

Publication date: 15 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04673

zbMATH Keywords

finite differencerobust optimizationstochastic estimationbias-variance tradeoffminimax analysis

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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