Regression models augmented with direct stochastic gradient estimators

INFORMS Journal on Computing

Volumn 26, Issue 3, 2014, Pages 484-499

  Fu, Michael C ^a   Qu, Huashuai ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b Bldg 142   (United States)

Author keywords

Perturbation analysis; Regression; Response surface methodology; Stochastic gradient estimation; Stochastic simulation

Indexed keywords

MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; PERTURBATION TECHNIQUES; QUEUEING THEORY; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

PERTURBATION ANALYSIS; REGRESSION; RESPONSE SURFACE METHODOLOGY; STOCHASTIC GRADIENT ESTIMATION; STOCHASTIC SIMULATIONS;

STOCHASTIC MODELS;

EID: 84905252869     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.2013.0579     Document Type: Article

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