Pages that link to "Item:Q4862096"

The following pages link to Likelihood ratio gradient estimation for stochastic recursions (Q4862096):

Displaying 18 items.

• Perturbation analysis of waiting times in the G/G/1 queue (Q373009) (← links)
• Coupling control variates for Markov chain Monte Carlo (Q732966) (← links)
• Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
• Markov models for digraph panel data: Monte Carlo-based derivative estimation (Q1020109) (← links)
• Single sample path-based optimization of Markov chains (Q1289394) (← links)
• Nonexistence of a class of variate generation schemes. (Q1413896) (← links)
• A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
• Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (Q2493866) (← links)
• Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
• Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503) (← links)
• Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems (Q2730244) (← links)
• (Q4584111) (← links)
• (Q4637063) (← links)
• Estimation Methods for Delays in Non-regenerative Discrete-Event Systems (Q4798098) (← links)
• (Q4969241) (← links)
• On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks (Q5086727) (← links)
• Likelihood Ratio Gradient Estimation for Steady-State Parameters (Q5113892) (← links)
• Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes (Q5478905) (← links)