Online Statistical Inference for Stochastic Optimization via
Kiefer-Wolfowitz Methods

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Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods

5 February 2021

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Papers citing "Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods"

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Title
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling S. Lee Yuan Liao M. Seo Youngki Shin 51 31 0 06 Jun 2021
Online Covariance Matrix Estimation in Stochastic Gradient Descent Wanrong Zhu Xi Chen Wei Biao Wu 83 57 0 10 Feb 2020
A generalization of regularized dual averaging and its dynamics Shih-Kang Chao Guang Cheng 45 18 0 22 Sep 2019
Statistical Inference for the Population Landscape via Moment Adjusted Stochastic Gradients Tengyuan Liang Weijie Su 62 21 0 20 Dec 2017
Statistical Inference for Model Parameters in Stochastic Gradient Descent Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang 70 139 0 27 Oct 2016
An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback Ohad Shamir 59 262 0 31 Jul 2015
Optimal rates for zero-order convex optimization: the power of two function evaluations John C. Duchi Michael I. Jordan Martin J. Wainwright Andre Wibisono 79 489 0 07 Dec 2013
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming Saeed Ghadimi Guanghui Lan ODL 122 1,562 0 22 Sep 2013
Query Complexity of Derivative-Free Optimization Kevin Jamieson Robert D. Nowak Benjamin Recht 173 160 0 11 Sep 2012