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