Lecture 9 - Finite Differences Methods

Lecture 9 - Finite Differences Methods

guest01 (guest) 02 Jul 2019 04:21

Hi,
In the part about finite differences methods (scribe 9, page 4) it is said in the last paragraph that we do not have the value of J(theta).
Can you please explain why it is possible to obtain the values of z which are J(theta + delta * u_i) but not the value of J(theta)?

Thanks

Re: Lecture 9 - Finite Differences Methods

Lee Cohen 03 Jul 2019 08:57

We use the estimations, $\hat{J}(\theta+\delta e_i)$ that are obtained by averaging samples.