Search Results for author: Andreas Anastasiou

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Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT

no code implementations3 Apr 2019 Andreas Anastasiou, Krishnakumar Balasubramanian, Murat A. Erdogdu

A crucial intermediate step is proving a non-asymptotic martingale central limit theorem (CLT), i. e., establishing the rates of convergence of a multivariate martingale difference sequence to a normal random vector, which might be of independent interest.

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