Scalable estimation strategies based on stochastic approximations: classical results and new insights

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Cited In (12)

Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space
Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators
Multivariate online regression analysis with heterogeneous streaming data
Online causal inference with application to near real-time post-market vaccine safety surveillance
Renewable risk assessment of heterogeneous streaming time-to-event cohorts
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Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
Distributed simultaneous inference in generalized linear models via confidence distribution
Online inference with multi-modal likelihood functions
Adaptive step size rules for stochastic optimization in large-scale learning
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Parallel-and-stream accelerator for computationally fast supervised learning

Uses Software

ElemStatLearn
SGD-QN
AdaGrad

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