Develops a batch-free online covariance estimator for sketched Newton methods, proves its consistency, and demonstrates use for online statistical inference on regression and CUTEst problems.
Therefore, we conclude that |I4| ≲ ∥Λ∥2 F (1 − ρτ)3 · 1 tβt
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ML 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Online Covariance Matrix Estimation in Sketched Newton Methods
Develops a batch-free online covariance estimator for sketched Newton methods, proves its consistency, and demonstrates use for online statistical inference on regression and CUTEst problems.