On Rates of Convergence for Stochastic Optimization Problems Under Non--Independent and Identically Distributed Sampling.
Tito Homem-de-MelloPublished in: SIAM J. Optim. (2008)
Keyphrases
- stochastic optimization problems
- random variables
- independent and identically distributed
- rates of convergence
- graphical models
- probability distribution
- empirical risk
- latent variables
- bayesian networks
- decision boundary
- lead time
- regression function
- parameter space
- random sampling
- expectation maximization
- neural network
- loss function
- real valued
- linear regression
- service times
- optimal solution
- objective function