Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert.
Yoonhyung LeeSungdong LeeJoong-Ho WonPublished in: CoRR (2022)
Keyphrases
- statistical inference
- step size
- stochastic gradient descent
- graphical models
- convergence rate
- model selection
- cost function
- bayesian inference
- convergence speed
- statistical learning
- machine learning
- contingency tables
- wavelet coefficients
- semi parametric
- data sets
- statistical methods
- parameter estimation
- data mining
- databases