Establishes non-asymptotic Gaussian approximation bounds for federated LSA with explicit communication-heterogeneity trade-offs and introduces an online multiplier bootstrap for last-iterate inference with validity guarantees.
arXiv preprint arXiv:2306.02205 , year=
4 Pith papers cite this work. Polarity classification is still indexing.
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Develops a batch-free online covariance estimator for sketched Newton methods, proves its consistency, and demonstrates use for online statistical inference on regression and CUTEst problems.
A novel bias-reduced online covariance estimator for SGD achieves convergence rate n to the power (α-1)/2 times square root of log n without second-order derivatives.
Proves the first fully non-asymptotic bound on the accuracy of multiplier bootstrap for constructing confidence sets from Polyak-Ruppert SGD iterates, achieving convex-distance rates up to 1/sqrt(n) under regularity conditions.
citing papers explorer
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Gaussian Approximation and Multiplier Bootstrap for Federated Linear Stochastic Approximation
Establishes non-asymptotic Gaussian approximation bounds for federated LSA with explicit communication-heterogeneity trade-offs and introduces an online multiplier bootstrap for last-iterate inference with validity guarantees.
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Online Covariance Matrix Estimation in Sketched Newton Methods
Develops a batch-free online covariance estimator for sketched Newton methods, proves its consistency, and demonstrates use for online statistical inference on regression and CUTEst problems.
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Refining Covariance Matrix Estimation in Stochastic Gradient Descent Through Bias Reduction
A novel bias-reduced online covariance estimator for SGD achieves convergence rate n to the power (α-1)/2 times square root of log n without second-order derivatives.
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Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
Proves the first fully non-asymptotic bound on the accuracy of multiplier bootstrap for constructing confidence sets from Polyak-Ruppert SGD iterates, achieving convex-distance rates up to 1/sqrt(n) under regularity conditions.