High dimensional single index models

Author: iypd

August undefined, 2024

Webpropagation error, see Klock et al. (2024). The analysis of high-dimensional multi-index models, where p≫ n, is rather limited. We use a PAC-Bayesian estimation approach, see Guedj (2024) and Alquier (2024) for an overview, which was originally developed by Catoni (2004, 2007) and has been adapted to the single-index model http://proceedings.mlr.press/v70/yang17a/yang17a.pdf

Tests for high-dimensional single-index models

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 … Web8 de set. de 2024 · Inference In High-dimensional Single-Index Models Under Symmetric Designs. Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov. The problem of statistical … prima fiber arts

Inference In General Single-Index Models Under High-dimensional ...

WebIn this article, we consider the problem of hypothesis testing in high-dimensional single-index models. First, we study the feasibility of applying the classical F-test to a single-index model when the dimension of covariate vector and sample size are of the same order, and derive its asymptotic null distribution and asymptotic local power function. For … 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 … WebThe problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be … prima fine foods sdn bhd

SEMIPARAMETRIC QUANTILE REGRESSION WITH HIGH-DIMENSIONAL COVARIATES

[1909.03540] Inference In High-dimensional Single-Index Models …

Webin high-dimensional single-index models that is p n-consistent and asymptotically unbiased under sparsity assumptions on the regression coe cient, and to the best … 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$$ {\\ell}_2 $$ … prima filters for cooker hoodWebtesting problem in high-dimensional single-index model. Suitable test statistic is introduced and its asymptotic normality is also established. The paper is organized as follows. In Section 2, we develop the high-dimensional score test and study its asymptotic distributions. We introduce the two-stage procedure in Section 3. prima family toulouse

"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 … " - High dimensional single index models

High dimensional single index models

An Adaptive-to-Model Test for Parametric Functional Single-Index Model

WebWe propose a robust inference method for high‐dimensional single index models with an unknown link function and elliptically symmetrically distributed covariates, focusing on … 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 …

Did you know?

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 ... Web20 de jun. de 2024 · Abstract. Single-index models are potentially important tools for multivariate nonparametric regression analysis. They generalize linear regression models by replacing the linear combination \alpha^T_0 with a nonparametric component \eta_0 ( {\alpha^T_0})X, where \eta_0 (\cdot) is an unknown univariate link function.

Web1 de mai. de 2024 · In 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 single‐index ...

Webmodel via SGD with non-stationary, high-dimensional streaming data. Shi et al. (2024) in-troduced a valid inference method for single or low-dimensional regression coeﬃcients … Web8 de set. de 2024 · Inference In High-dimensional Single-Index Models Under Symmetric Designs. Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov. The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a …

Webmodel via SGD with non-stationary, high-dimensional streaming data. Shi et al. (2024) in-troduced a valid inference method for single or low-dimensional regression coeﬃcients via a recursive online-score estimation technique. Deshpande et al. (2024) considered a class of online estimators in a high-dimensional auto-regressive model.

WebCorpus ID: 26384446; High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation @inproceedings{Yang2024HighdimensionalNS, title={High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation}, author={Zhuoran Yang and Krishnakumar Balasubramanian and … prima filmy onlineWebPreface. Preface to the First Edition. Contributors. Contributors to the First Edition. Chapter 1. Fundamentals of Impedance Spectroscopy (J.Ross Macdonald and William B. Johnson). 1.1. Background, Basic Definitions, and History. 1.1.1 The Importance of Interfaces. 1.1.2 The Basic Impedance Spectroscopy Experiment. 1.1.3 Response to a Small-Signal … prima finance ltd trading as azuckoWeb8 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 … prima finishes llc waWeb2 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 ResearchGate prima finnabair productsWebinvolves 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. prima fila walton-on-thamesWeb30 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 … prima fintech philippines lendingWeb11 de abr. de 2024 · The ICESat-2 mission The retrieval of high resolution ground profiles is of great importance for the analysis of geomorphological processes such as flow processes (Mueting, Bookhagen, and Strecker, 2024) and serves as the basis for research on river flow gradient analysis (Scherer et al., 2024) or aboveground biomass estimation (Atmani, … primafit external catheter for women