Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT

3 April 2019

Papers citing "Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT"

16 / 16 papers shown

Title
Statistical Inference for Online Algorithms Selina Carter Arun K Kuchibhotla 60 1 0 22 May 2025
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 97 5 0 26 May 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 115 6 0 28 Jan 2024
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
Multiple Instance Learning for Uplift Modeling Yao Zhao Haipeng Zhang Shiwei Lyu Ruiying Jiang Jinjie Gu Guannan Zhang 72 2 0 15 Dec 2023
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
High-dimensional limit theorems for SGD: Effective dynamics and critical scaling Gerard Ben Arous Reza Gheissari Aukosh Jagannath 137 59 0 08 Jun 2022
Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators François Bachoc M. Fathi 41 0 0 18 Nov 2021
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling S. Lee Yuan Liao M. Seo Youngki Shin 92 32 0 06 Jun 2021
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance Hongjian Wang Mert Gurbuzbalaban Lingjiong Zhu Umut cSimcsekli Murat A. Erdogdu 83 42 0 20 Feb 2021
Statistical Inference for Polyak-Ruppert Averaged Zeroth-order Stochastic Gradient Algorithm Yanhao Jin Tesi Xiao Krishnakumar Balasubramanian 72 6 0 10 Feb 2021
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms Q. Shao Zhuohui Zhang 80 24 0 09 Feb 2021
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates Krishnakumar Balasubramanian Saeed Ghadimi A. Nguyen 127 34 0 24 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