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08/15/2023
Quantile Optimization via Multiple Timescale Local Search for Black-box Functions
We consider quantile optimization of black-box functions that are estima...
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09/27/2022
Using Importance Samping in Estimating Weak Derivative
In this paper we study simulation-based methods for estimating gradients...
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02/21/2021
Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation
In solving simulation-based stochastic root-finding or optimization prob...
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10/07/2017