Search Results for author: Ziyang Wei

Found 2 papers, 0 papers with code

High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization

no code implementations17 Jan 2024 Wanrong Zhu, Zhipeng Lou, Ziyang Wei, Wei Biao Wu

We provide a rigorous theoretical guarantee for the confidence interval, demonstrating that the coverage is approximately exact with an explicit convergence rate and allowing for high confidence level inference.

Stochastic Optimization Uncertainty Quantification

Weighted Averaged Stochastic Gradient Descent: Asymptotic Normality and Optimality

no code implementations13 Jul 2023 Ziyang Wei, Wanrong Zhu, Wei Biao Wu

Stochastic Gradient Descent (SGD) is one of the simplest and most popular algorithms in modern statistical and machine learning due to its computational and memory efficiency.

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