2 papers
math.ST2026
Extending Subsampling to Sequential Stopping
Jose Blanchet, Peter Glynn, Wenhao Yang
Fixed-width sequential stopping rules terminate a stochastic simulation once an estimated confidence interval reaches a prescribed width. Classical fixed-width theory typically rel…
stat.ML2026
Statistical Inference for Stochastic Gradient Descent: Beyond Finite Variance
Jose Blanchet, Peter Glynn, Wenhao Yang
Stochastic gradient descent (SGD) is foundational to large-scale statistical learning and stochastic optimization. However, in some modern statistical learning problems, stochastic…