Statistical inference using SGD

v1v2 (latest)

Statistical inference using SGD

21 May 2017

Anastasios Kyrillidis

Constantine Caramanis

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Papers citing "Statistical inference using SGD"

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Title
High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization Wanrong Zhu Zhipeng Lou Ziyang Wei Wei Biao Wu 85 3 0 17 Jan 2024
Weighted Averaged Stochastic Gradient Descent: Asymptotic Normality and Optimality Ziyang Wei Wanrong Zhu Wei Biao Wu 130 5 0 13 Jul 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 109 2 0 20 Feb 2023
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics Jeffrey Negrea Jun Yang Haoyue Feng Daniel M. Roy Jonathan H. Huggins 60 1 0 25 Jul 2022
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 106 9 0 27 May 2022
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 137 28 0 08 Aug 2021
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 100 11 0 28 Jun 2021
Online Statistical Inference for Parameters Estimation with Linear-Equality Constraints Ruiqi Liu Mingao Yuan Zuofeng Shang 53 6 0 21 May 2021
On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration Wenlong Mou C. J. Li Martin J. Wainwright Peter L. Bartlett Michael I. Jordan 85 76 0 09 Apr 2020
Approximate Newton-based statistical inference using only stochastic gradients Tianyang Li Anastasios Kyrillidis Liu Liu Constantine Caramanis 65 6 0 23 May 2018
Statistical Inference for the Population Landscape via Moment Adjusted Stochastic Gradients Tengyuan Liang Weijie Su 72 21 0 20 Dec 2017
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach John C. Duchi Peter Glynn Hongseok Namkoong 165 325 0 11 Oct 2016