HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation

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HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation

13 February 2018

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Papers citing "HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation"

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Title
Statistical Inference with Stochastic Gradient Methods under $φ$ -mixing Data Ruiqi Liu Xinyu Chen Zuofeng Shang FedML 84 6 0 24 Feb 2023
Semiparametric Regression for Spatial Data via Deep Learning Kexuan Li Jun Zhu A. Ives V. Radeloff Fangfang Wang 81 9 0 10 Jan 2023
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent Xinyu Chen Zehua Lai He Li Yichen Zhang 80 4 0 30 Dec 2022
Scalable Uncertainty Quantification for Deep Operator Networks using Randomized Priors Yibo Yang Georgios Kissas P. Perdikaris BDL UQCV 88 42 0 06 Mar 2022
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 100 11 0 28 Jun 2021
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling S. Lee Yuan Liao M. Seo Youngki Shin 89 32 0 06 Jun 2021
Online Statistical Inference for Parameters Estimation with Linear-Equality Constraints Ruiqi Liu Mingao Yuan Zuofeng Shang 55 6 0 21 May 2021
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods Xi Chen Zehua Lai He Li Yichen Zhang 102 16 0 05 Feb 2021
Understanding and Detecting Convergence for Stochastic Gradient Descent with Momentum Jerry Chee Ping Li 43 12 0 27 Aug 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 106 52 0 14 Jun 2020
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
Online Covariance Matrix Estimation in Stochastic Gradient Descent Wanrong Zhu Xi Chen Wei Biao Wu 133 57 0 10 Feb 2020
A generalization of regularized dual averaging and its dynamics Shih-Kang Chao Guang Cheng 60 18 0 22 Sep 2019
Approximate Newton-based statistical inference using only stochastic gradients Tianyang Li Anastasios Kyrillidis Liu Liu Constantine Caramanis 65 6 0 23 May 2018
Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chains Aymeric Dieuleveut Alain Durmus Francis R. Bach 108 156 0 20 Jul 2017