Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms

9 February 2021

Papers citing "Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms"

7 / 7 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 61 5 0 26 May 2024
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 45 4 0 04 Oct 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 46 2 0 20 Feb 2023
Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT Andreas Anastasiou Krishnakumar Balasubramanian Murat A. Erdogdu 31 38 0 03 Apr 2019
Cramér type moderate deviation theorems for self-normalized processes A. René A. Longtin 28 31 0 06 May 2014
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities Richard Y. Chen Alex Gittens J. Tropp 83 70 0 08 Sep 2011
Normal approximation for nonlinear statistics using a concentration inequality approach Louis H. Y. Chen Q. Shao 92 71 0 31 Aug 2007