Asymptotic and finite-sample properties of estimators based on stochastic gradients
Work
Year: 2017
Type: article
Abstract: Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, ... more
Source: The Annals of Statistics
Authors Panos Toulis, Edoardo M. Airoldi
Institutions University of Chicago, Harvard University
Cites: 55
Cited by: 87
Related to: 10
FWCI: 5.67
Citation percentile (by year/subfield): 100
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid