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Statistical Inference on Gradient Flows

Gradient-based algorithms are central to modern statistical estimation, yet their statistical analysis is often restricted to fixed-time behavior, such as convergence to a population target or fluctuations at a prescribed iteration. In many applications, however, uncertainty quantification is needed along the entire optimization path, especially when the stopping time is data-dependent or divergent. In this paper, we develop a theory for time-uniform statistical inference on gradient flows arising from empirical risk minimization. We prove a uniform central limit theorem that characterizes the deviation between empirical and population gradient flows as a continuous-time Gaussian process over the entire nonnegative real line. Building on this result, we introduce an algorithm-aware covariance estimator that evolves jointly with the gradient flow and avoids matrix inversion, resampling, or sample splitting. We show that the covariance estimator is uniformly consistent over time and use it to construct confidence intervals for the target parameter with asymptotically valid coverage. Our results connect optimization dynamics with statistical inference and provide practical tools for uncertainty quantification in gradient-based methods.

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