A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters.
Yijie PengMichael C. FuJian-Qiang HuBernd HeidergottPublished in: Oper. Res. (2018)
Keyphrases
- maximum likelihood
- least squares
- weibull distribution
- parameter estimation
- maximum likelihood estimator
- parameter settings
- structural information
- variance estimator
- parameter space
- maximum a posteriori
- maximum likelihood estimation
- sample points
- recursive least squares
- monte carlo
- bias variance
- sample size
- bayesian networks