Pages that link to "Item:Q309706"

The following pages link to Nonparametric stochastic approximation with large step-sizes (Q309706):

Displaying 44 items.

• A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
• Nonparametric stochastic approximation with large step-sizes (Q309706) (← links)
• Stochastic subspace correction in Hilbert space (Q1615986) (← links)
• Approximate maximum likelihood estimation for population genetic inference (Q1670294) (← links)
• Consistent change-point detection with kernels (Q1711585) (← links)
• New efficient algorithms for multiple change-point detection with reproducing kernels (Q1796951) (← links)
• Unregularized online algorithms with varying Gaussians (Q2035494) (← links)
• An elementary analysis of ridge regression with random design (Q2080945) (← links)
• Dimension independent excess risk by stochastic gradient descent (Q2084455) (← links)
• A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids (Q2105198) (← links)
• From inexact optimization to learning via gradient concentration (Q2111477) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Rates of convergence of randomized Kaczmarz algorithms in Hilbert spaces (Q2168686) (← links)
• Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
• Fast and strong convergence of online learning algorithms (Q2305549) (← links)
• Differentially private SGD with non-smooth losses (Q2667048) (← links)
• (Q4558495) (← links)
• (Q4558562) (← links)
• (Q4633012) (← links)
• Optimal Rates for Multi-pass Stochastic Gradient Methods (Q4637012) (← links)
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression (Q4637017) (← links)
• On the regularizing property of stochastic gradient descent (Q4646419) (← links)
• Graph-Dependent Implicit Regularisation for Distributed Stochastic Subgradient Descent (Q4969072) (← links)
• (Q4998897) (← links)
• An analysis of stochastic variance reduced gradient for linear inverse problems ^* (Q5019935) (← links)
• Regularization: From Inverse Problems to Large-Scale Machine Learning (Q5028166) (← links)
• Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
• On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems (Q5110563) (← links)
• Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion (Q5119639) (← links)
• A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares) (Q5136291) (← links)
• (Q5148925) (← links)
• Ensemble Kalman inversion: a derivative-free technique for machine learning tasks (Q5197869) (← links)
• Stochastic subspace correction methods and fault tolerance (Q5235100) (← links)
• Optimal indirect estimation for linear inverse problems with discretely sampled functional data (Q5860802) (← links)
• An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces (Q6039862) (← links)
• Capacity dependent analysis for functional online learning algorithms (Q6051150) (← links)
• Convergence rates of gradient methods for convex optimization in the space of measures (Q6114893) (← links)
• Online regularized learning algorithm for functional data (Q6193950) (← links)
• Distributed SGD in overparametrized linear regression (Q6496338) (← links)
• Sparse online regression algorithm with insensitive loss functions (Q6536701) (← links)
• Differentially private SGD with random features (Q6542573) (← links)
• Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty (Q6584170) (← links)
• High probability bounds for stochastic subgradient schemes with heavy tailed noise] (Q6633045) (← links)
• Optimality of robust online learning (Q6645952) (← links)