Online covariance estimation for stochastic gradient descent under Markovian sampling

3 August 2023

Papers citing "Online covariance estimation for stochastic gradient descent under Markovian sampling"

8 / 8 papers shown

Title
Online Covariance Estimation in Nonsmooth Stochastic Approximation L. Jiang Abhishek Roy Krishna Balasubramanian Damek Davis D. Drusvyatskiy Sen Na 62 0 0 07 Feb 2025
Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize Tong Zhang Chris Junchi Li 28 0 0 15 Jul 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 25 5 0 28 Jan 2024
Stochastic optimization with arbitrary recurrent data sampling William G. Powell Hanbaek Lyu 21 0 0 15 Jan 2024
Fairness Uncertainty Quantification: How certain are you that the model is fair? Abhishek Roy P. Mohapatra 14 5 0 27 Apr 2023
Efficiency Ordering of Stochastic Gradient Descent Jie Hu Vishwaraj Doshi Do Young Eun 26 6 0 15 Sep 2022
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 47 26 0 08 Aug 2021
A Finite Time Analysis of Two Time-Scale Actor Critic Methods Yue Wu Weitong Zhang Pan Xu Quanquan Gu 88 145 0 04 May 2020