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]

@article{LamLZ21,
  title = {Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations},
  author = {Henry Lam and Haidong Li and Xuhui Zhang},
  year = {2021},
  doi = {10.1016/j.orl.2020.10.013},
  url = {https://doi.org/10.1016/j.orl.2020.10.013},
  researchr = {https://researchr.org/publication/LamLZ21},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {49},
  number = {1},
  pages = {40-47},
}