Online Covariance Estimation for Averaged Stochastic Gradient Descent on Riemannian Manifolds
arXiv:2610.33419v1 Announce Type: new Abstract: We study online inference for averaged Riemannian stochastic gradient descent (RSGD) when the unknown parameter lies on a manifold. Although the averaged RSGD iterate is asymptotically normal, practical inference requires estimating the unknown covari…
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- 2026-10-27 04:00 · arXiv stat.ML
Online Covariance Estimation for Averaged Stochastic Gradient Descent on Riemannian Manifolds