Musings in statistical methodology (in R!)

Panos Toulis (Chicago Booth) --- panos.toulis (at) chicagobooth.edu


Stochastic Gradient Descent (SGD) Series

  1. Overview of stochastic approximations and SGD (coming)
  2. Gentle Introduction to implicit stochastic gradient descent (ISGD)
  3. Practical applications of ISGD (coming)
  4. Convergence diagnostics in SGD procedures (coming)
  5. Hyperparameter tuning (coming)
  6. Statistical inference with SGD (coming)

Randomization Inference Series

(coming)

Current Affairs

(coming)