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

Econometrics Seminar
Event time: 
Wednesday, December 1, 2021 - 4:00pm
Location: 
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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