Online estimation of the asymptotic variance for averaged stochastic
gradient algorithms

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Online estimation of the asymptotic variance for averaged stochastic gradient algorithms

3 February 2017

Antoine Godichon-Baggioni

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Papers citing "Online estimation of the asymptotic variance for averaged stochastic gradient algorithms"

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Title
Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms Antoine Godichon-Baggioni Wei Lu Bruno Portier 110 1 0 15 Jan 2024
An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution Antoine Godichon-Baggioni Bruno Portier 36 9 0 14 Jun 2016
Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls H. Cardot P. Cénac Antoine Godichon 119 55 0 27 Jan 2015
Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n) Francis R. Bach Eric Moulines 96 405 0 10 Jun 2013
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression Francis R. Bach 96 165 0 25 Mar 2013
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm H. Cardot P. Cénac P. Zitt 81 123 0 22 Jan 2011
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape Marc Hallin H. Oja D. Paindaveine 157 99 0 01 Aug 2007
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity Marc Hallin D. Paindaveine 183 137 0 31 Jul 2007