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

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]

@inproceedings{YangBWL17,
  title = {Estimating High-dimensional Non-Gaussian Multiple Index Models via Stein's Lemma},
  author = {Zhuoran Yang and Krishnakumar Balasubramanian and Zhaoran Wang and Han Liu},
  year = {2017},
  url = {http://papers.nips.cc/paper/7190-estimating-high-dimensional-non-gaussian-multiple-index-models-via-steins-lemma},
  researchr = {https://researchr.org/publication/YangBWL17},
  cites = {0},
  citedby = {0},
  pages = {6099-6108},
  booktitle = {Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA},
  editor = {Isabelle Guyon and Ulrike von Luxburg and Samy Bengio and Hanna M. Wallach and Rob Fergus and S. V. N. Vishwanathan and Roman Garnett},
}