Minimax Efficient Finite-Difference Stochastic Gradient Estimators Using Black-Box Function Evaluations

DOI10.1016/j.orl.2020.10.013zbMath1525.90433arXiv2007.04443MaRDI QIDQ6344711

Henry Lam, Xuhui Zhang, Hai-Dong Li

Publication date: 8 July 2020

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)

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