@article{JMLR:v24:18-521,
  author  = {Weijie J. Su and Yuancheng Zhu},
  title   = {HiGrad: Uncertainty Quantification for Online Learning and Stochastic Approximation},
  journal = {Journal of Machine Learning Research},
  year    = {2023},
  volume  = {24},
  number  = {124},
  pages   = {1--53},
  url     = {http://jmlr.org/papers/v24/18-521.html}
}