Asymptotic and finite-sample properties of estimators based on stochastic gradients

DOI10.1214/16-AOS1506zbMath1378.62046arXiv1408.2923OpenAlexW2525518963MaRDI QIDQ2403434

Edoardo M. Airoldi, Panos Toulis

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1408.2923

zbMATH Keywords

stochastic approximationasymptotic varianceimplicit updatesgeneralized linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Stochastic approximation (62L20) Sequential estimation (62L12)

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