Asymptotic normality and optimality in nonsmooth stochastic approximation

16 January 2023

Papers citing "Asymptotic normality and optimality in nonsmooth stochastic approximation"

7 / 7 papers shown

Title
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 62 2 0 20 Feb 2023
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality Joshua Cutler Mateo Díaz Dmitriy Drusvyatskiy 67 7 0 09 Jul 2022
Active manifolds, stratifications, and convergence to local minima in nonsmooth optimization Damek Davis Dmitriy Drusvyatskiy L. Jiang 42 9 0 26 Aug 2021
Stochastic algorithms with geometric step decay converge linearly on sharp functions Damek Davis Dmitriy Drusvyatskiy Vasileios Charisopoulos 60 27 0 22 Jul 2019
Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity Hilal Asi John C. Duchi 132 125 0 12 Oct 2018
Stochastic subgradient method converges on tame functions Damek Davis Dmitriy Drusvyatskiy Sham Kakade Jason D. Lee 59 251 0 20 Apr 2018
Asymptotic Optimality in Stochastic Optimization John C. Duchi Feng Ruan 57 63 0 16 Dec 2016