Online inference with multi-modal likelihood functions

DOI10.1214/21-AOS2076zbMath1486.62060arXiv1809.11108OpenAlexW4205355942MaRDI QIDQ2073695

Kari Heine, Mathieu Gerber

Publication date: 7 February 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.11108

zbMATH Keywords

online inferencescalable inferencemulti-modal likelihood functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Nonconvex programming, global optimization (90C26) Sequential estimation (62L12) Online algorithms; streaming algorithms (68W27)

Cites Work

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• Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema
• Objective Bayesian analysis for the Student-\(t\) linear regression
• Asymptotic and finite-sample properties of estimators based on stochastic gradients
• Multivariate Student-t regression models: Pitfalls and inference
• Asymptotic Statistics
• Scalable estimation strategies based on stochastic approximations: classical results and new insights

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