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.

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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