Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations

Henry Lam, Haidong Li, Xuhui Zhang. Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations. Oper. Res. Lett., 49(1):40-47, 2021. [doi]

Authors

Henry Lam

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Haidong Li

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Xuhui Zhang

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