Constructing unbiased gradient estimators with finite variance for
conditional stochastic optimization

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Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization

4 June 2022

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Papers citing "Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization"

13 / 13 papers shown

Title
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models M. Ballesio Ajay Jasra 31 2 0 24 May 2021
Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems Ajay Jasra K. Law Deng Lu 35 16 0 10 Mar 2020
Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning Yifan Hu Siqi Zhang Xin Chen Niao He ODL 92 56 0 25 Feb 2020
Unbiased Filtering of a Class of Partially Observed Diffusions Ajay Jasra K. Law Fangyuan Yu 30 23 0 10 Feb 2020
Kernel Instrumental Variable Regression Rahul Singh M. Sahani Arthur Gretton 97 174 0 01 Jun 2019
Deep Generalized Method of Moments for Instrumental Variable Analysis Andrew Bennett Nathan Kallus Tobias Schnabel 64 128 0 29 May 2019
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization Yifan Hu Xin Chen Niao He 49 35 0 28 May 2019
On Nesting Monte Carlo Estimators Tom Rainforth R. Cornish Hongseok Yang Andrew Warrington Frank Wood 99 132 0 18 Sep 2017
Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks Chelsea Finn Pieter Abbeel Sergey Levine OOD 825 11,937 0 09 Mar 2017
Computing the variance of a conditional expectation via non-nested Monte Carlo T. Goda 45 27 0 18 May 2016
Unbiased estimators and multilevel Monte Carlo M. Vihola 50 69 0 03 Dec 2015
Multilevel particle filter Ajay Jasra K. Kamatani K. Law Yan Zhou 67 73 0 16 Oct 2015
A general method for debiasing a Monte Carlo estimator D. McLeish 119 115 0 12 May 2010

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