Zhu, Wanrong; Chen, Xi; Wu, Wei Biao Online covariance matrix estimation in stochastic gradient descent. (English) Zbl 07705999 J. Am. Stat. Assoc. 118, No. 541, 393-404 (2023). MSC: 62-XX 68W27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chen, Xi; Lee, Jason D.; Tong, Xin T.; Zhang, Yichen Statistical inference for model parameters in stochastic gradient descent. (English) Zbl 1440.62287 Ann. Stat. 48, No. 1, 251-273 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J10 62M02 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid