Showing stat.MLShow all
3 papers · 1 filter
stat.ML2024
Near-Optimal Streaming Heavy-Tailed Statistical Estimation with Clipped SGD
Aniket Das, Dheeraj Nagaraj, Soumyabrata Pal +2
We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory cons…
stat.ML2023
Near Optimal Heteroscedastic Regression with Symbiotic Learning
Dheeraj Baby, Aniket Das, Dheeraj Nagaraj +1
We consider the problem of heteroscedastic linear regression, where, given samples from $y_i = \langle \mathbf{w}^{*}, \mathbf{x}_i \rangle + ε_i \cdot \l…
stat.ML2023
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic Approximation
Aniket Das, Dheeraj Nagaraj
Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribu…