Online Covariance Estimation in Averaged SGD: Improved Batch-Mean Rates and Minimax Optimality via Trajectory Regression
Fuente:
arXiv
Saved in:
| Main Authors: | Ni, Yijin, Huo, Xiaoming |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Uniform Concentration Inequality for Kernel-Based Two-Sample Statistics
by: Ni, Yijin, et al.
Published: (2024)
by: Ni, Yijin, et al.
Published: (2024)
High-Probability Minimax Adaptive Estimation in Besov Spaces via Online-to-Batch
by: Liautaud, Paul, et al.
Published: (2026)
by: Liautaud, Paul, et al.
Published: (2026)
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression
by: Tan, Kai, et al.
Published: (2024)
by: Tan, Kai, et al.
Published: (2024)
Improving Minimax Estimation Rates for Contaminated Mixture of Multinomial Logistic Experts via Expert Heterogeneity
by: Yan, Fanqi, et al.
Published: (2026)
by: Yan, Fanqi, et al.
Published: (2026)
Minimax-optimal and Locally-adaptive Online Nonparametric Regression
by: Liautaud, Paul, et al.
Published: (2024)
by: Liautaud, Paul, et al.
Published: (2024)
Minimax and Adaptive Covariance Matrix Estimation under Differential Privacy
by: Cai, T. Tony, et al.
Published: (2026)
by: Cai, T. Tony, et al.
Published: (2026)
An Efficient Minimax Optimal Estimator For Multivariate Convex Regression
by: Kur, Gil, et al.
Published: (2022)
by: Kur, Gil, et al.
Published: (2022)
Minimax Adaptive Online Nonparametric Regression over Besov Spaces
by: Liautaud, Paul, et al.
Published: (2025)
by: Liautaud, Paul, et al.
Published: (2025)
The Empirical Mean is Minimax Optimal for Local Glivenko-Cantelli
by: Cohen, Doron, et al.
Published: (2024)
by: Cohen, Doron, et al.
Published: (2024)
Minimax-Optimal Spectral Clustering with Covariance Projection for High-Dimensional Anisotropic Mixtures
by: Huang, Chengzhu, et al.
Published: (2025)
by: Huang, Chengzhu, et al.
Published: (2025)
Federated PCA and Estimation for Spiked Covariance Matrices: Optimal Rates and Efficient Algorithm
by: Li, Jingyang, et al.
Published: (2024)
by: Li, Jingyang, et al.
Published: (2024)
Minimax Rate-Optimal Algorithms for High-Dimensional Stochastic Linear Bandits
by: Liu, Jingyu, et al.
Published: (2025)
by: Liu, Jingyu, et al.
Published: (2025)
Minimax Optimal Estimation of Mean and Covariance Functions with Spectral Regularization
by: Gupta, Naveen, et al.
Published: (2026)
by: Gupta, Naveen, et al.
Published: (2026)
SGD with Dependent Data: Optimal Estimation, Regret, and Inference
by: Shen, Yinan, et al.
Published: (2026)
by: Shen, Yinan, et al.
Published: (2026)
Optimal Recovery Meets Minimax Estimation
by: DeVore, Ronald, et al.
Published: (2025)
by: DeVore, Ronald, et al.
Published: (2025)
Stochastic Optimization in Semi-Discrete Optimal Transport: Convergence Analysis and Minimax Rate
by: Genans, Ferdinand, et al.
Published: (2025)
by: Genans, Ferdinand, et al.
Published: (2025)
Minimax Rates of Estimation for Optimal Transport Map between Infinite-Dimensional Spaces
by: Ponnoprat, Donlapark, et al.
Published: (2025)
by: Ponnoprat, Donlapark, et al.
Published: (2025)
Differentially Private Sliced Inverse Regression: Minimax Optimality and Algorithm
by: Xia, Xintao, et al.
Published: (2024)
by: Xia, Xintao, et al.
Published: (2024)
The Structure of Cross-Validation Error: Stability, Covariance, and Minimax Limits
by: Nachum, Ido, et al.
Published: (2025)
by: Nachum, Ido, et al.
Published: (2025)
Asymptotic Behavior of Adversarial Training Estimator under $\ell_\infty$-Perturbation
by: Xie, Yiling, et al.
Published: (2024)
by: Xie, Yiling, et al.
Published: (2024)
Minimax Linear Regression under the Quantile Risk
by: Hanchi, Ayoub El, et al.
Published: (2024)
by: Hanchi, Ayoub El, et al.
Published: (2024)
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
by: Zhang, Yixuan, et al.
Published: (2025)
by: Zhang, Yixuan, et al.
Published: (2025)
Minimax Optimal Estimation of Transport-Growth Pairs in Unbalanced Optimal Transport
by: Ponnoprat, Donlapark, et al.
Published: (2026)
by: Ponnoprat, Donlapark, et al.
Published: (2026)
Extended Wasserstein-GAN Approach to Causal Distribution Learning: Density-Free Estimation and Minimax Optimality
by: Tamano, Shu, et al.
Published: (2026)
by: Tamano, Shu, et al.
Published: (2026)
Optimal Batched Linear Bandits
by: Ren, Xuanfei, et al.
Published: (2024)
by: Ren, Xuanfei, et al.
Published: (2024)
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression
by: Agrawalla, Bhavya, et al.
Published: (2023)
by: Agrawalla, Bhavya, et al.
Published: (2023)
Minimax Statistical Estimation under Wasserstein Contamination
by: Chao, Patrick, et al.
Published: (2023)
by: Chao, Patrick, et al.
Published: (2023)
Efficient and Minimax Optimal In-context Nonparametric Regression with Transformers
by: Ching, Michelle, et al.
Published: (2026)
by: Ching, Michelle, et al.
Published: (2026)
On the Optimality of the Median-of-Means Estimator under Adversarial Contamination
by: de Juan, Xabier, et al.
Published: (2025)
by: de Juan, Xabier, et al.
Published: (2025)
Gradient Descent with Projection Finds Over-Parameterized Neural Networks for Learning Low-Degree Polynomials with Nearly Minimax Optimal Rate
by: Yang, Yingzhen, et al.
Published: (2026)
by: Yang, Yingzhen, et al.
Published: (2026)
Nonparametric Instrumental Variable Regression with Observed Covariates
by: Shen, Zikai, et al.
Published: (2025)
by: Shen, Zikai, et al.
Published: (2025)
On Instability of Minimax Optimal Optimism-Based Bandit Algorithms
by: Praharaj, Samya, et al.
Published: (2025)
by: Praharaj, Samya, et al.
Published: (2025)
Minimax Optimality of the Probability Flow ODE for Diffusion Models
by: Cai, Changxiao, et al.
Published: (2025)
by: Cai, Changxiao, et al.
Published: (2025)
Minimax Optimal Rates for Regression on Manifolds and Distributions
by: Tang, Rong, et al.
Published: (2025)
by: Tang, Rong, et al.
Published: (2025)
Covariates-Adjusted Mixed-Membership Estimation: A Novel Network Model with Optimal Guarantees
by: Fan, Jianqing, et al.
Published: (2025)
by: Fan, Jianqing, et al.
Published: (2025)
Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices
by: Cai, T. Tony, et al.
Published: (2024)
by: Cai, T. Tony, et al.
Published: (2024)
Generalization for Least Squares Regression With Simple Spiked Covariances
by: Li, Jiping, et al.
Published: (2024)
by: Li, Jiping, et al.
Published: (2024)
Offline Estimation of Controlled Markov Chains: Minimaxity and Sample Complexity
by: Banerjee, Imon, et al.
Published: (2022)
by: Banerjee, Imon, et al.
Published: (2022)
Minimax Rates for Learning Pairwise Interactions in Attention-Style Models
by: Zucker, Shai, et al.
Published: (2025)
by: Zucker, Shai, et al.
Published: (2025)
Minimax-Optimal Two-Sample Test with Sliced Wasserstein
by: Tran, Binh Thuan, et al.
Published: (2025)
by: Tran, Binh Thuan, et al.
Published: (2025)
Similar Items
-
A Uniform Concentration Inequality for Kernel-Based Two-Sample Statistics
by: Ni, Yijin, et al.
Published: (2024) -
High-Probability Minimax Adaptive Estimation in Besov Spaces via Online-to-Batch
by: Liautaud, Paul, et al.
Published: (2026) -
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression
by: Tan, Kai, et al.
Published: (2024) -
Improving Minimax Estimation Rates for Contaminated Mixture of Multinomial Logistic Experts via Expert Heterogeneity
by: Yan, Fanqi, et al.
Published: (2026) -
Minimax-optimal and Locally-adaptive Online Nonparametric Regression
by: Liautaud, Paul, et al.
Published: (2024)