In this talk, we discuss the framework of constructing asymptotic confidence regions for the true solution of stochastic variational inequalities problem (SVIP) with a focus on stochastic dual average method. We first establish the asymptotic normality of the solutions both in ergodic sense and non-ergodic sense. Then the online methods of estimating the covariance matrices in the normal distributions are studied. Finally, practical procedures of building   the asymptotic confidence regions of solutions to SVIP with numerical simulations are presented.

会议密码:115119