activity
20122026
most citedThe Lasso for High-Dimensional Regression with a Possible Change-Point

111 citations · 262 across the 16 of their papers we have counts for

collaborators
Showing stat.MLShow all

1 paper · 1 filter

stat.ML2021★ 19 cited

Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We lever…