Zhuoran Yang, Krishnakumar Balasubramanian, Han Liu. High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation. In Doina Precup, Yee Whye Teh, editors, Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017. Volume 70 of JMLR Workshop and Conference Proceedings, pages 3851-3860, JMLR.org, 2017. [doi]
Abstract is missing.