Scalable estimation strategies based on stochastic approximations: classical results and new insights
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Publication:5963780
DOI10.1007/S11222-015-9560-YzbMATH Open1332.62291OpenAlexW644527247WikidataQ38542365 ScholiaQ38542365MaRDI QIDQ5963780FDOQ5963780
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Cited In (18)
- Asymptotic and finite-sample properties of estimators based on stochastic gradients
- Scalable statistical inference for averaged implicit stochastic gradient descent
- Statistical inference for the population landscape via moment-adjusted stochastic gradients
- Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators
- Multivariate online regression analysis with heterogeneous streaming data
- Statistical inference for model parameters in stochastic gradient descent
- Online causal inference with application to near real-time post-market vaccine safety surveillance
- Renewable risk assessment of heterogeneous streaming time-to-event cohorts
- Title not available (Why is no real title available?)
- Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
- Sublinear convergence of a tamed stochastic gradient descent method in Hilbert space
- Scalable approximations for generalized linear problems
- Distributed simultaneous inference in generalized linear models via confidence distribution
- Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation
- Online inference with multi-modal likelihood functions
- Adaptive step size rules for stochastic optimization in large-scale learning
- Title not available (Why is no real title available?)
- Parallel-and-stream accelerator for computationally fast supervised learning
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