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math.ST2019★ 5 cited
Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT
Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu
We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test func…
math.ST2018
Bounds for the asymptotic distribution of the likelihood ratio
Andreas Anastasiou, Gesine Reinert
In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed ra…