On sample size control in sample average approximations for solving smooth stochastic programs.
Johannes O. RoysetPublished in: Comput. Optim. Appl. (2013)
Keyphrases
- sample size
- confidence intervals
- small sample
- upper bound
- variance reduction
- model selection
- progressive sampling
- small sample size
- statistical tests
- random sampling
- small samples
- covariance matrix
- pac learning
- statistical hypothesis testing
- random samples
- random sample
- statistical power
- vc dimension
- generalization error
- number of training samples
- standard deviation
- worst case
- optimality conditions
- objective function
- evolutionary algorithm
- lower bound