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Sharp characterization of misspecification robustness for debiased GD inference
Sourced from the work of Qiyang Han, Xiaocong Xu
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§ References
[1]
Gradient descent inference in empirical risk minimization
Qiyang Han, Xiaocong Xu (2024)
Annals of Statistics (to appear)
📍 Section 1.4 (Introduction, “Debiased statistical inference via gradient descent inference algorithm”), paragraph immediately after Eq. (1.11) (“robust to a certain degree of model misspecification”; points to Appendix C.2), p. 7
Source paper where this problem appears.