Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method
From MaRDI portal
Publication:6537307
DOI10.1016/j.automatica.2023.111352zbMath1544.93856MaRDI QIDQ6537307
Publication date: 14 May 2024
Published in: Automatica (Search for Journal in Brave)
confidence regionsplug-in methoddistributed stochastic optimizationbatch-means methodstochastic gradient tracking method
Cites Work
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Distributed stochastic gradient tracking methods
- Statistical inference for model parameters in stochastic gradient descent
- Asymptotic optimality in stochastic optimization
- Stochastic Gradient-Push for Strongly Convex Functions on Time-Varying Directed Graphs
- Adaptation, Learning, and Optimization over Networks
- Acceleration of Stochastic Approximation by Averaging
- Consensus in Ad Hoc WSNs With Noisy Links—Part I: Distributed Estimation of Deterministic Signals
- Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization over Random Networks with Imperfect Communications
- Adaptive Robust Distributed Learning in Diffusion Sensor Networks
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- Harnessing Smoothness to Accelerate Distributed Optimization
- Statistical Inference for Online Decision Making via Stochastic Gradient Descent
- Performance of a Distributed Stochastic Approximation Algorithm
- Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
- On Asymptotic Normality in Stochastic Approximation
- On a Stochastic Approximation Method
- Online Covariance Matrix Estimation in Stochastic Gradient Descent
This page was built for publication: Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method