Estimating High-dimensional Non-Gaussian Multiple Index Models via Stein's Lemma - researchr publication authors

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Zhuoran Yang, Krishnakumar Balasubramanian, Zhaoran Wang, Han Liu. Estimating High-dimensional Non-Gaussian Multiple Index Models via Stein's Lemma. In Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, Roman Garnett, editors, Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA. pages 6099-6108, 2017. [doi]

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