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stat.CO2026
Scalable Statistical Inference in Stochastic Gradient Descent
Rahul Singh, Abhinek Shukla
Constructing confidence regions for stochastic gradient descent (SGD) ideally requires estimating the asymptotic covariance matrix, a severe computational bottleneck in high dimens…
stat.CO2023
On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient Descent
Rahul Singh, Abhinek Shukla, Dootika Vats
Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a c…