arXiv Machine Learning By Jose Blanchet, Peter Glynn, Wenhao Yang

Statistical Inference for Stochastic Gradient Descent: Beyond Finite Variance

Read the original on arXiv Machine Learning →

arXiv:2605. 26000v2 Announce Type: replace-cross Abstract: Stochastic gradient descent (SGD) is foundational to large-scale statistical learning and stochastic optimization.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 2

Accurate Large-sample Uncertainty Quantification using Stochastic Gradient Markov Chain Monte Carlo

arXiv:2606. 00293v1 Announce Type: new Abstract: Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified.

By Yu Wang, Jie Ding, Jonathan H. Huggins
arXiv Machine Learning
Jul 7

A Gradient Flow Perspective on Minimum MMD Estimation

arXiv:2607. 03871v1 Announce Type: new Abstract: Minimum maximum mean discrepancy (MMD) estimation has emerged as a robust and likelihood-free alternative to maximum likelihood estimation for parameter estimation.

By Sophia Seulkee Kang, Louis Sharrock, Xiaoyuan Cheng, Fran\c{c}ois-Xavier Briol, Zonghao Chen
arXiv Machine Learning
1d ago

Adaptive Optimization via Momentum on Variance-Normalized Gradients

arXiv:2602. 10204v2 Announce Type: replace Abstract: We introduce MVN-Grad (Momentum on Variance-Normalized Gradients), an Adam-style optimizer that improves stability and performance by combining two complementary ideas: variance-based normalization and momentum applied after normalization.

By Francisco Patitucci, Aryan Mokhtari