High-dimensional Varying Index Coefficient Models via Stein's Identity

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},
}