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Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling.

, , , and . AAAI, page 7381-7389. AAAI Press, (2022)

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Average Adjusted Association: Efficient Estimation with High Dimensional Confounders., and . CoRR, (2022)Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling., , , and . AAAI, page 7381-7389. AAAI Press, (2022)Sketching for Two-Stage Least Squares Estimation., and . CoRR, (2020)Least Squares Estimation using Sketched Data with Heteroskedastic Errors., and . ICML, volume 162 of Proceedings of Machine Learning Research, page 12498-12520. PMLR, (2022)Average Adjusted Association: Efficient Estimation with High Dimensional Confounders., and . AISTATS, volume 206 of Proceedings of Machine Learning Research, page 5980-5996. PMLR, (2023)Nonparametric Instrumental Variables Estimation of a Quantile Regression Model, and . Econometrica, 75 (4): 1191--1208 (182 07 2007)doi: 10.1111/j.1468-0262.2007.00786.x.Semiparametric estimation of a panel data proportional hazards model with fixed effects, and . Journal of Econometrics, 119 (1): 155--198 (March 2004)Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling., , , and . CoRR, (2021)SGMM: Stochastic Approximation to Generalized Method of Moments., , , , , and . CoRR, (2023)The Mean Squared Error of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors., and . CoRR, (2023)