High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation

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]

@inproceedings{YangBL17,
  title = {High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation},
  author = {Zhuoran Yang and Krishnakumar Balasubramanian and Han Liu},
  year = {2017},
  url = {http://proceedings.mlr.press/v70/yang17a.html},
  researchr = {https://researchr.org/publication/YangBL17},
  cites = {0},
  citedby = {0},
  pages = {3851-3860},
  booktitle = {Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017},
  editor = {Doina Precup and Yee Whye Teh},
  volume = {70},
  series = {JMLR Workshop and Conference Proceedings},
  publisher = {JMLR.org},
}