Online Covariance Matrix Estimation in Stochastic Gradient Descent
- Award ID(s):
- 1845444
- NSF-PAR ID:
- 10301871
- Date Published:
- Journal Name:
- Journal of the American Statistical Association
- ISSN:
- 0162-1459
- Page Range / eLocation ID:
- 1 to 12
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1080/01621459.2021.1933498
