3 citations · 3 across the 7 of their papers we have counts for
3 papers · 1 filter
On the Rate of Gaussian Approximation for Linear Regression Problems
Marat Khusainov, Marina Sheshukova, Alain Durmus +1
In this paper, we consider the problem of Gaussian approximation for the online linear regression task. We derive the corresponding rates for the setting of a constant learning rat…
Statistical inference for Linear Stochastic Approximation with Markovian Noise
Sergey Samsonov, Marina Sheshukova, Eric Moulines +1
In this paper we derive non-asymptotic Berry-Esseen bounds for Polyak-Ruppert averaged iterates of the Linear Stochastic Approximation (LSA) algorithm driven by the Markovian noise…
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
Marina Sheshukova, Sergey Samsonov, Denis Belomestny +4
In this paper, we establish the non-asymptotic validity of the multiplier bootstrap procedure for constructing the confidence sets using the Stochastic Gradient Descent (SGD) algor…