Convergence guarantee for the sparse monotone single index model-Reference-Cited by-同舟云学术

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Convergence guarantee for the sparse monotone single index model

Published:2022-01-01 Issue:2 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Dai Ran¹,Song Hyebin²,Barber Rina Foygel³,Raskutti Garvesh⁴

Affiliation:

1. Department of biostatistics, University of Nebraska Medical Center, USA

2. Department of statistics, The Pennsylvania State University, USA

3. Department of statistics, University of Chicago, USA

4. Department of statistics, University of Wisconsin-Madison, USA

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference42 articles.

1. A. Ai, A. Lapanowski, Y. Plan, and R. Vershynin. One-bit compressed sensing with non-gaussian measurements. Linear Algebra and its Applications, 441:222–239, 2014. ISSN 0024-3795. https://doi.org/10.1016/j.laa.2013.04.002. Special Issue on Sparse Approximate Solution of Linear Systems.

2. P. Alquier and G. Biau. Sparse single-index model. Journal of Machine Learning Research, 14:243–280, 01 2013.

3. F. Balabdaoui, C. Durot, and H. Jankowski. Least squares estimation in the monotone single index model. Bernoulli, 25(4B):3276–3310, 11 2019a. 10.3150/18-BEJ1090.

4. F. Balabdaoui, P. Groeneboom, and K. Hendrickx. Score estimation in the monotone single-index model. Scandinavian Journal of Statistics, 46(2):517–544, 2019b. 10.1111/sjos.12361.

5. J. P. Boyle and R. L. Dykstra. A method for finding projections onto the intersection of convex sets in hilbert spaces. In Advances in Order Restricted Statistical Inference, pages 28–47. Springer New York, 1986.

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