Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Econometrics Seminar
Location:
(joint with Yuan Liao, Myung Hwan Seo and Youngki Shin)
https://arxiv.org/abs/2106.03156
Event time:
Wednesday, December 1, 2021 - 4:00pmLocation:
Virtual Event
Speaker: Simon Lee, Columbia University(joint with Yuan Liao, Myung Hwan Seo and Youngki Shin)
https://arxiv.org/abs/2106.03156
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Events/Seminars
March 9, 2022 | ||
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4:00pm |
Kengo Kato, Cornell University “Scalable statistical theory for smooth Wasserstein distances” Virtual Event Sign-in to view Zoom link |
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March 16, 2022 | ||
4:00pm |
Han Hong, Stanford University “Bayesian Indirect Inference and the ABC of GMM” (joint with Michael Creel, Jiti Gao and Dennis Kristensen) Virtual Event Sign-in to view Zoom link |
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March 23, 2022 | ||
4:00pm |
No Meeting - Recess “No Meeting - Recess” |
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March 30, 2022 | ||
4:00pm |
Adam McCloskey, University of Colorado Boulder “Inference on Winners” (joint with Isaiah Andrews and Toru Kitagawa) 451 College Street, Room B-04 |
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April 6, 2022 | ||
4:00pm |
Jessie Li, University of California, Santa Cruz “The Proximal Bootstrap for Constrained Estimators” Virtual Event Sign-in to view Zoom link |
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April 13, 2022 | ||
4:00pm |
Joachim Freyberger, University of Bonn “Normalizations and misspecification in skill formation models ” Virtual Event Sign-in to view Zoom link |
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April 20, 2022 | ||
4:00pm |
Sílvia Gonçalves, McGill University and Cowles visitor “When do state-dependent local projections work?” (joint with Ana María Herrera, Lutz Kilian and Elena Pesavento) 451 College Street, Room B-04 |
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April 27, 2022 | ||
4:00pm |
Ulrich Mueller, Princeton University “Spatial Correlation Robust Inference” (joint with Mark Watson) 451 College Street, Room B-04 |
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May 4, 2022 | ||
4:00pm |
No Meeting “No Meeting” 451 College Street, Room B-04 |