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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient.

Zhenyu CuiYanchu LiuRuodu Wang
Published in: Oper. Res. Lett. (2022)
Keyphrases
  • likelihood ratio
  • stochastic gradient
  • hypothesis testing
  • hypothesis test
  • grassmann manifold
  • cost function
  • probability distribution
  • step size
  • stochastic gradient descent
  • machine learning