Affiliation:
1. Center of Statistical Research, Southwestern University of Finance and Economics, Chengdu, China
Funder
National Key R&D Program of China
National Natural Science Foundation of China
Guanghua Talent Project of Southwestern University of Finance and Economics
Reference29 articles.
1. Statistical Inference for Online Decision Making via Stochastic Gradient Descent
2. Quantile regression under memory constraint
3. “First-Order Newton-Type Estimator for Distributed Estimation and Inference,”;Journal of the American Statistical Association,2021
4. “Adaptive Subgradient Methods for Online Learning and Stochastic Optimization,”;Duchi J.;Journal of Machine Learning Research,2011
5. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties