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20162026
most citedAn Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias

14 citations · 18 across the 10 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

stat.ML2022★ 1 cited

Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance

Nuri Mert Vural, Lu Yu, Krishnakumar Balasubramanian +2

We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded -th moment, for some…

stat.ME2022★ 2 cited

Spectral Clustering with Variance Information for Group Structure Estimation in Panel Data

Lu Yu, Jiaying Gu, Stanislav Volgushev

Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar e…