Online Covariance Matrix Estimation in Stochastic Gradient Descent (Q6107216)
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scientific article; zbMATH DE number 7705999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Online Covariance Matrix Estimation in Stochastic Gradient Descent |
scientific article; zbMATH DE number 7705999 |
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Online Covariance Matrix Estimation in Stochastic Gradient Descent (English)
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3 July 2023
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asymptotic normality
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averaging stochastic gradient descent
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recursive
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statistical inference
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