Statistical Analysis of Fixed Mini-Batch Gradient Descent Estimator-Reference-Cited by-同舟云学术

Statistical Analysis of Fixed Mini-Batch Gradient Descent Estimator

Published:2023-06-06 Issue:4 Volume:32 Page:1348-1360
ISSN:1061-8600
Container-title:Journal of Computational and Graphical Statistics
language:en
Short-container-title:Journal of Computational and Graphical Statistics

Author:

Qi Haobo¹,Wang Feifei²³,Wang Hansheng⁴

Affiliation:

1. School of Statistics, Beijing Normal University, Beijing, China

2. Center for Applied Statistics, Renmin University of China, Beijing, China

3. School of Statistics, Renmin University of China, Beijing, China

4. Guanghua School of Management, Peking University, Beijing, China

Funder

National Natural Science Foundation of China

Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10618600.2023.2204130

Reference25 articles.

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3. Statistical Inference for Model Parameters in Stochastic Gradient Descent;Chen X.;arXiv preprint arXiv:1610.08637,2016

4. Stationary Behavior of Constant Stepsize SGD Type Algorithms

5. Bridging the gap between constant step size stochastic gradient descent and Markov chains

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