Online inference with debiased stochastic gradient descent
Han R, Luo L, Lin Y, Huang J. Online inference with debiased stochastic gradient descent. Biometrika 2023, 111: 93-108. DOI: 10.1093/biomet/asad046.Peer-Reviewed Original ResearchStochastic gradient descent algorithmHigh-dimensional statisticsOne-pass algorithmGradient descent algorithmHigh-dimensional dataAsymptotic normalityText datasetsSparsity levelOnline fashionOnline inferenceData distributionTime complexitySpace complexityDescent algorithmStatistical inferenceUpdate stepNumerical experimentsAlgorithmDebiasing techniquesMild conditionsInferenceSparsityEstimationConfidence intervalsDataset
This site is protected by hCaptcha and its Privacy Policy and Terms of Service apply