Improved batch-means rates for SGD covariance estimation plus a minimax-optimal trajectory-regression estimator achieving Θ(n^{-(1-α)/2}) for Hessian-free inference.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Online Covariance Estimation in Averaged SGD: Improved Batch-Mean Rates and Minimax Optimality via Trajectory Regression
Improved batch-means rates for SGD covariance estimation plus a minimax-optimal trajectory-regression estimator achieving Θ(n^{-(1-α)/2}) for Hessian-free inference.