Berry--Esseen Bounds for Multivariate Nonlinear Statistics with
Applications to M-estimators and Stochastic Gradient Descent Algorithms

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Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms

9 February 2021

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Papers citing "Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms"

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Title
Statistical Inference for Online Algorithms Selina Carter Arun K Kuchibhotla 62 1 0 22 May 2025
Sharp Gaussian approximations for Decentralized Federated Learning Soham Bonnerjee Sayar Karmakar Wei Biao Wu FedML 85 0 0 12 May 2025
Online Covariance Estimation in Nonsmooth Stochastic Approximation L. Jiang Abhishek Roy Krishna Balasubramanian Damek Davis Dmitriy Drusvyatskiy Sen Na 127 1 0 07 Feb 2025
Nonasymptotic Analysis of Stochastic Gradient Descent with the Richardson-Romberg Extrapolation Marina Sheshukova Denis Belomestny Alain Durmus Eric Moulines Alexey Naumov S. Samsonov 75 1 0 07 Oct 2024
Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data Xuxing Chen Abhishek Roy Yifan Hu Krishnakumar Balasubramanian 90 1 0 29 May 2024
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 99 5 0 26 May 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
Resampling Stochastic Gradient Descent Cheaply for Efficient Uncertainty Quantification Henry Lam Zitong Wang 71 1 0 17 Oct 2023
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 123 4 0 04 Oct 2023
Online covariance estimation for stochastic gradient descent under Markovian sampling Abhishek Roy Krishnakumar Balasubramanian 97 6 0 03 Aug 2023
High-dimensional scaling limits and fluctuations of online least-squares SGD with smooth covariance Krishnakumar Balasubramanian Promit Ghosal Ye He 107 5 0 03 Apr 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
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent Xinyu Chen Zehua Lai He Li Yichen Zhang 80 4 0 30 Dec 2022
A universal robustification procedure Riccardo Passeggeri Nancy Reid 76 0 0 14 Jun 2022
Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators François Bachoc M. Fathi 46 0 0 18 Nov 2021