8 citations · 15 across the 7 of their papers we have counts for
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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…
stat.ME2019
Detecting multiple generalized change-points by isolating single ones
Andreas Anastasiou, Piotr Fryzlewicz
We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Exa…