2023
Online inference with debiased stochastic gradient descent
Han R, Luo L, Lin Y, Huang J. Online inference with debiased stochastic gradient descent. Biometrika 2023, 111: 93-108. DOI: 10.1093/biomet/asad046.Peer-Reviewed Original ResearchStochastic gradient descent algorithmHigh-dimensional statisticsOne-pass algorithmGradient descent algorithmHigh-dimensional dataAsymptotic normalityText datasetsSparsity levelOnline fashionOnline inferenceData distributionTime complexitySpace complexityDescent algorithmStatistical inferenceUpdate stepNumerical experimentsAlgorithmDebiasing techniquesMild conditionsInferenceSparsityEstimationConfidence intervalsDataset
2022
Response best-subset selector for multivariate regression with high-dimensional response variables
Hu J, Huang J, Liu X, Liu X. Response best-subset selector for multivariate regression with high-dimensional response variables. Biometrika 2022, 110: 205-223. DOI: 10.1093/biomet/asac037.Peer-Reviewed Original Research
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