Sen Na, Zhuoran Yang, Zhaoran Wang, Mladen Kolar. High-dimensional Varying Index Coefficient Models via Stein's Identity. Journal of Machine Learning Research, 20, 2019. [doi]
@article{NaYWK19, title = {High-dimensional Varying Index Coefficient Models via Stein's Identity}, author = {Sen Na and Zhuoran Yang and Zhaoran Wang and Mladen Kolar}, year = {2019}, url = {http://jmlr.org/papers/v20/18-705.html}, researchr = {https://researchr.org/publication/NaYWK19}, cites = {0}, citedby = {0}, journal = {Journal of Machine Learning Research}, volume = {20}, }