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math.ST2026
SGD with Dependent Data: Optimal Estimation, Regret, and Inference
Yinan Shen, Yichen Zhang, Wen-Xin Zhou
This work investigates the performance of the final iterate produced by stochastic gradient descent (SGD) under temporally dependent data. We consider two complementary sources of…
math.ST2024
Online Quantile Regression
Yinan Shen, Dong Xia, Wen-Xin Zhou
This paper addresses the challenge of integrating sequentially arriving data within the quantile regression framework, where the number of features is allowed to grow with the numb…