Fast and Robust Online Inference with Stochastic Gradient Descent via
Random Scaling

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Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling

6 June 2021

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Papers citing "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling"

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Title
Beyond Sin-Squared Error: Linear-Time Entrywise Uncertainty Quantification for Streaming PCA Syamantak Kumar Shourya Pandey Purnamrita Sarkar 17 0 0 14 Jun 2025
Online Statistical Inference of Constrained Stochastic Optimization via Random Scaling Xinchen Du Wanrong Zhu Wei Biao Wu Sen Na OffRL 20 0 0 23 May 2025
Statistical Inference for Online Algorithms Selina Carter Arun K Kuchibhotla 60 1 0 22 May 2025
Asymptotic Time-Uniform Inference for Parameters in Averaged Stochastic Approximation Chuhan Xie Kaicheng Jin Jiadong Liang Zhihua Zhang 47 0 0 19 Oct 2024
Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize Tong Zhang Chris Junchi Li 76 0 0 15 Jul 2024
Online robust estimation and bootstrap inference for function-on-scalar regression Guanghui Cheng Wenjuan Hu Ruitao Lin Chen Wang 21 0 0 23 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
Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference D. Huo Yudong Chen Qiaomin Xie 64 4 0 18 Dec 2023
SGMM: Stochastic Approximation to Generalized Method of Moments Xiaohong Chen S. Lee Yuan Liao M. Seo Youngki Shin Myunghyun Song 35 6 0 25 Aug 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 with Stochastic Gradient Methods under $φ$ -mixing Data Ruiqi Liu Xinyu Chen Zuofeng Shang FedML 84 6 0 24 Feb 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 107 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
Covariance Estimators for the ROOT-SGD Algorithm in Online Learning Yiling Luo X. Huo Y. Mei 62 3 0 02 Dec 2022
Fast Inference for Quantile Regression with Tens of Millions of Observations S. Lee Yuan Liao M. Seo Youngki Shin 107 6 0 29 Sep 2022
A Statistical Analysis of Polyak-Ruppert Averaged Q-learning Xiang Li Wenhao Yang Jiadong Liang Zhihua Zhang Michael I. Jordan 135 17 0 29 Dec 2021
Statistical Estimation and Inference via Local SGD in Federated Learning Xiang Li Jiadong Liang Xiangyu Chang Zhihua Zhang FedML 58 4 0 03 Sep 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