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Cited by 35 publications
(5 citation statements)
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“…As shown in the previous section, the crucial element for our approximation method is Algorithm A to approximate the gradient G ν (λ) that is given in (37). In this section we propose two candidates and discuss their corresponding complexity function C Φ,A .…”
Section: B Gradient Approximationmentioning
confidence: 99%
See 4 more Smart Citations
“…As shown in the previous section, the crucial element for our approximation method is Algorithm A to approximate the gradient G ν (λ) that is given in (37). In this section we propose two candidates and discuss their corresponding complexity function C Φ,A .…”
Section: B Gradient Approximationmentioning
confidence: 99%
“…The main difficulty in this approach is how to obtain samples {X i } n i=1 according to the density Q given above and in particular quantifying its computational complexity. It is well known that if the density Q has a particular structure this samples can be drawn efficiently, e.g., if Q is a log-concave density in polynomial time [37]. Providing assumptions on the channel Φ such that sampling according to Q can be done efficiently is a topic of further research.…”
Section: Second Approach: Importance Samplingmentioning
confidence: 99%
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