When Does Dynamic Preconditioning Preserve the Polyak-Ruppert CLT? A Stabilization Threshold
arXiv:2604.23498v1 Announce Type: cross
Abstract: Polyak-Ruppert averaging yields an asymptotically normal estimator with sandwich covariance $H^{-1}SH^{-1}$, the foundation of online inference. When the gradient step is preconditioned by a data-drive…