most citedOn Constructing Confidence Region for Model Parameters in Stochastic Gradient Descent via Batch Means

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stat.ML2019★ 1 cited

On Constructing Confidence Region for Model Parameters in Stochastic Gradient Descent via Batch Means

Yi Zhu, Jing Dong

In this paper, we study a simple algorithm to construct asymptotically valid confidence regions for model parameters using the batch means method. The main idea is to cancel out th…