2 papers
stat.ML2025
Central Limit Theorems for Stochastic Gradient Descent Quantile Estimators
Ziyang Wei, Jiaqi Li, Likai Chen +1
This paper develops asymptotic theory for quantile estimation via stochastic gradient descent (SGD) with a constant learning rate. The quantile loss function is neither smooth nor…
stat.ME2024
Change point analysis with irregular signals
Tobias Kley, Yuhan Philip Liu, Hongyuan Cao +1
This paper considers the problem of testing and estimation of change point where signals after the change point can be highly irregular, which departs from the existing literature…