Search Results for author: Wei Biao Wu

Found 5 papers, 0 papers with code

Weighted Averaged Stochastic Gradient Descent: Asymptotic Normality and Optimality

no code implementations13 Jul 2023 Ziyang Wei, Wanrong Zhu, Wei Biao Wu

Stochastic Gradient Descent (SGD) is one of the simplest and most popular algorithms in modern statistical and machine learning due to its computational and memory efficiency.

Time-Varying Multivariate Causal Processes

no code implementations1 Jun 2022 Jiti Gao, Bin Peng, Wei Biao Wu, Yayi Yan

In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases.

Long-term prediction intervals with many covariates

no code implementations15 Dec 2020 Sayar Karmakar, Marek Chudy, Wei Biao Wu

After validating our approach using simulations we also propose a novel bootstrap based method that can boost the coverage of the theoretical intervals.

Prediction Intervals Time Series Analysis Methodology Econometrics Statistics Theory Statistics Theory

Explainable AI for a No-Teardown Vehicle Component Cost Estimation: A Top-Down Approach

no code implementations15 Jun 2020 Ayman Moawad, Ehsan Islam, Namdoo Kim, Ram Vijayagopal, Aymeric Rousseau, Wei Biao Wu

The broader ambition of this article is to popularize an approach for the fair distribution of the quantity of a system's output to its subsystems, while allowing for underlying complex subsystem level interactions.

Online Covariance Matrix Estimation in Stochastic Gradient Descent

no code implementations10 Feb 2020 Wanrong Zhu, Xi Chen, Wei Biao Wu

This approach fits in an online setting and takes full advantage of SGD: efficiency in computation and memory.

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