Stochastic Optimization Algorithms for Instrumental Variable Regression
with Streaming Data

Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data

29 May 2024

Krishnakumar Balasubramanian

Papers citing "Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data"

19 / 19 papers shown

Title
Transformers Handle Endogeneity in In-Context Linear Regression Haodong Liang Krishnakumar Balasubramanian Lifeng Lai 73 1 0 02 Oct 2024
Stochastic Online Instrumental Variable Regression: Regrets for Endogeneity and Bandit Feedback R. D. Vecchia D. Basu 37 5 0 18 Feb 2023
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms Q. Shao Zhuohui Zhang 37 24 0 09 Feb 2021
Learning Deep Features in Instrumental Variable Regression Liyuan Xu Yutian Chen Siddarth Srinivasan Nando de Freitas Arnaud Doucet Arthur Gretton CML OOD 64 71 0 14 Oct 2020
Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization Tianyi Chen Yuejiao Sun W. Yin 101 82 0 25 Aug 2020
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates Krishnakumar Balasubramanian Saeed Ghadimi A. Nguyen 48 34 0 24 Aug 2020
SGD with shuffling: optimal rates without component convexity and large epoch requirements Kwangjun Ahn Chulhee Yun S. Sra 49 66 0 12 Jun 2020
Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning Yifan Hu Siqi Zhang Xin Chen Niao He ODL 67 56 0 25 Feb 2020
Online Covariance Matrix Estimation in Stochastic Gradient Descent Wanrong Zhu Xi Chen Wei Biao Wu 59 56 0 10 Feb 2020
Better Theory for SGD in the Nonconvex World Ahmed Khaled Peter Richtárik 61 183 0 09 Feb 2020
Kernel Instrumental Variable Regression Rahul Singh M. Sahani Arthur Gretton 78 174 0 01 Jun 2019
Deep Generalized Method of Moments for Instrumental Variable Analysis Andrew Bennett Nathan Kallus Tobias Schnabel 57 128 0 29 May 2019
SGD without Replacement: Sharper Rates for General Smooth Convex Functions Prateek Jain Dheeraj M. Nagaraj Praneeth Netrapalli 50 87 0 04 Mar 2019
On Markov Chain Gradient Descent Tao Sun Yuejiao Sun W. Yin BDL 41 102 0 12 Sep 2018
Random Shuffling Beats SGD after Finite Epochs Jeff Z. HaoChen S. Sra 49 98 0 26 Jun 2018
Is completeness necessary? Estimation in nonidentified linear models Andrii Babii J. Florens 123 16 0 11 Sep 2017
Statistical Inference for Model Parameters in Stochastic Gradient Descent Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang 62 138 0 27 Oct 2016
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming Saeed Ghadimi Guanghui Lan ODL 120 1,548 0 22 Sep 2013
Ergodic Mirror Descent John C. Duchi Alekh Agarwal M. Johansson Michael I. Jordan 177 125 0 24 May 2011

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