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High dimensional single index models

WebWe propose a robust inference method for high‐dimensional single index models with an unknown link function and elliptically symmetrically distributed covariates, focusing on signal recovery and inference. The proposed method is built on the Huber loss and the estimation of the unknown link function is avoided. The ℓ1$$ {\\ell}_1 $$ and ℓ2$$ {\\ell}_2 $$ … Web3 de fev. de 2024 · Abstract We study the effects of high-dimensional covariates in the single-index quantile regression model. An improved version of an estimation algorithm is proposed with variable selection. Finite sample performance is studied through an extensive simulation study which highlights the performance of the new procedure. A data analysis …

[1909.03540] Inference In High-dimensional Single-Index Models Under ...

WebNon-Gaussian Single Index Models via Thresholded Score Function Estimation 1.1. Challenges of the Single Index Models There are significant challenges that appear when we are dealing with estimators for SIMs. They can be summa-rized as assumptions on either the link function or the data distribution (for example, non-Gaussian assumption). 1. Web8 de set. de 2024 · Inference In General Single-Index Models Under High-dimensional Symmetric Designs. We consider the problem of statistical inference for a finite number … famous long stair set skateboard https://womanandwolfpre-loved.com

Inference In High-dimensional Single-Index Models Under Symmetric Designs

Web1 de dez. de 2016 · To treat higher dimensional predictors, the estimation procedure must be accompanied by a variable selection step. Recently, several approaches have been … Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and … WebIn this article, we study the estimation of high-dimensional single index models when the response variable is censored. We hybrid the estimation methods for high-dimensional … famous long island homes

Ultra-high dimensional single-index quantile regression

Category:Tests for high-dimensional single-index models

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High dimensional single index models

Inference In High-dimensional Single-Index Models Under …

Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Web8 de set. de 2024 · Inference In General Single-Index Models Under High-dimensional Symmetric Designs. We consider the problem of statistical inference for a finite number of covariates in a generalized single-index model with p > n covariates and unknown (potentially random) link function under an elliptically symmetric design. Under elliptical …

High dimensional single index models

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Webtesting problem in high-dimensional single-index model. Suitable test statistic is introduced and its asymptotic normality is also established. The paper is organized as … Webregression model when p = 1, and the traditional single-index model (Ichimura (1993)) when a(-) is a positive constant. Here we allow for heteroscedasticity. The single-index structure in (1.1) retains the flexibility of nonparametric regres sion and allows the presence of high-dimensional covariates.

Web30 de jun. de 2015 · Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression.Response variables are modeled as a … WebDOAJ is a unique and extensive index of diverse open access journals from around the world, ... A 31-plex panel for high-dimensional single-cell analysis of murine preclinical models of solid tumors by imaging mass cytometry

Web3 de out. de 2024 · Inference on High-dimensional Single-index Models with Streaming Data. Dongxiao Han, Jinhan Xie, Jin Liu, Liuquan Sun, Jian Huang, Bei Jian, Linglong … Web3 de out. de 2024 · High-dimensional non-gaussian single index models via thresholded score function estimation. In International Conference on Machine Learning, pages 3851-3860. PMLR.

WebMathematics 2024, 10, 2704 2 of 21 and Chen et al. [8] for the case of longitudinal data. Generalized partial linear single index (GPLSIM) models that are based on kernel smoothing to estimate the ... copper range heights colorado springsWeb1 de jul. de 2015 · This paper focuses instead on single index models, which are becoming increasingly popular in many scientific fields including biostatistics, economics and … copper range family restaurantWeb11 de abr. de 2024 · Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models. However, this kind of test suffers from the curse of dimensionality, resulting in slow convergence, especially for functional data with infinite … copper range hoods craftsmanWeb2 de fev. de 2024 · PDF On Feb 2, 2024, Leheng Cai and others published Tests for high-dimensional single-index models * Find, read and cite all the research you need on … famous loopholesWebinvolves only high-dimensional parameters. The strategy for the high-dimensional single-index model does not work for the model (1.1), which has multiple index-es and specific structure. In the paper, we provide a semiparametrically efficient and computationally convenient estimator for all of parameters and functions in high-dimensional SMIM. copper range hood backsplashWeb16 de jul. de 2024 · Download PDF Abstract: In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we study both vector and matrix single index models where … famous looney tunesWeb1 de jul. de 2015 · 2024. TLDR. This work considers estimating the parametric component of single index models in high dimensions using Stein's Lemma to propose estimators … copper range hoods cheap