Statistical inference for the population landscape via moment-adjusted stochastic gradients

Modern statistical inference tasks often require iterative optimization methods to compute the solution. Convergence analysis from an optimization viewpoint informs us only how well the solution is approximated numerically but overlooks the sampling nature of the data. In contrast, recognizing the r...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 81(2019), 2, Seite 431-456
1. Verfasser:	Liang, Tengyuan (VerfasserIn)
Weitere Verfasser:	Su, Weijie J.
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	2019
Zugriff auf das übergeordnete Werk:	Journal of the Royal Statistical Society. Series B (Statistical Methodology)