Adaptive debiased SGD in high-dimensional GLMs with streaming data

Published in to submit, 2023

Online statistical inference refers to an inferential method that updates the model parameters as data is sequentially available. This approach has broad applications in network security, quantitative finance, and recommendation systems. In contrast to offline techniques where the entire dataset is used for training, online learning algorithms are anticipated to offer computational efficiency while still delivering statistical results comparable to their offline counterparts.

Recommended citation: Han, R., Luo, L., Luo, Y., Lin, Y., & Huang, J. (2023). Adaptive debiased SGD in high-dimensional GLMs with streaming data. To submit.