High dimensional single index models

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August undefined, 2024

Web16 de jul. de 2024 · Download PDF Abstract: In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we study both vector and matrix single index models where … Web17 de mai. de 2024 · We consider a high-dimensional monotone single index model (hdSIM), which is a semiparametric extension of a high-dimensional generalize linear model (hdGLM), where the link function is unknown, but constrained with monotone and non-decreasing shape. We develop a scalable projection-based iterative approach, the …

Inference In High-dimensional Single-Index Models Under Symmetric Designs

WebMathematics 2024, 10, 2704 2 of 21 and Chen et al. [8] for the case of longitudinal data. Generalized partial linear single index (GPLSIM) models that are based on kernel smoothing to estimate the ... WebNon-Gaussian Single Index Models via Thresholded Score Function Estimation 1.1. Challenges of the Single Index Models There are signiﬁcant challenges that appear … how find mars

High dimensional single index models - ScienceDirect

Web13 de mar. de 2016 · Single Index Models (SIMs) are simple yet flexible semi- parametric models for machine learning, where the response variable is modeled as a monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights and the nonlinear function that relates features to observations. … Webin high-dimensional single-index models that is p n-consistent and asymptotically unbiased under sparsity assumptions on the regression coe cient, and to the best … Web27 de mar. de 2024 · Abstract. In this article, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and … higher or lower league of legends

An Adaptive-to-Model Test for Parametric Functional Single-Index Model

(PDF) Inference In High-dimensional Single-Index …

Webinvolves only high-dimensional parameters. The strategy for the high-dimensional single-index model does not work for the model (1.1), which has multiple index-es and speciﬁc structure. In the paper, we provide a semiparametrically eﬃcient and computationally convenient estimator for all of parameters and functions in high-dimensional SMIM. Web1 de jul. de 2015 · This paper focuses instead on single index models, which are becoming increasingly popular in many scientific fields including biostatistics, economics and … higher or lower in excelWebThe problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be … higher or lower monthly listeners

"Webpropagation error, see Klock et al. (2024). The analysis of high-dimensional multi-index models, where p≫ n, is rather limited. We use a PAC-Bayesian estimation approach, see Guedj (2024) and Alquier (2024) for an overview, which was originally developed by Catoni (2004, 2007) and has been adapted to the single-index model " - High dimensional single index models

High dimensional single index models

Structured Ultrahigh Dimensional Multiple-Index Models With …

Web8 de set. de 2024 · Inference In High-dimensional Single-Index Models Under Symmetric Designs. Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov. The problem of statistical … Webregression model when p = 1, and the traditional single-index model (Ichimura (1993)) when a(-) is a positive constant. Here we allow for heteroscedasticity. The single-index structure in (1.1) retains the flexibility of nonparametric regres sion and allows the presence of high-dimensional covariates.

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http://proceedings.mlr.press/v70/yang17a/yang17a.pdf Web30 de jun. de 2015 · Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a …

Web2 de fev. de 2024 · Abstract. In this paper, we aim to test the overall significance of regression coefficients in high-dimensional single-index models. We first reformulate … Web8 de set. de 2024 · Inference In General Single-Index Models Under High-dimensional Symmetric Designs. We consider the problem of statistical inference for a finite number of covariates in a generalized single-index model with p > n covariates and unknown (potentially random) link function under an elliptically symmetric design. Under elliptical …

WebWe propose a robust inference method for high‐dimensional single index models with an unknown link function and elliptically symmetrically distributed covariates, focusing on signal recovery and inference. The proposed method is built on the Huber loss and the estimation of the unknown link function is avoided. The ℓ1$$ {\\ell}_1 $$ and ℓ2$$ {\\ell}_2 $$ … WebIn this article, we consider the problem of hypothesis testing in high-dimensional single-index models. First, we study the feasibility of applying the classical F-test to a single-index model when the dimension of covariate vector and sample size are of the same order, and derive its asymptotic null distribution and asymptotic local power function. For …

Web11 de abr. de 2024 · The ICESat-2 mission The retrieval of high resolution ground profiles is of great importance for the analysis of geomorphological processes such as flow processes (Mueting, Bookhagen, and Strecker, 2024) and serves as the basis for research on river flow gradient analysis (Scherer et al., 2024) or aboveground biomass estimation (Atmani, …

Web20 de jun. de 2024 · Abstract. Single-index models are potentially important tools for multivariate nonparametric regression analysis. They generalize linear regression models by replacing the linear combination \alpha^T_0 with a nonparametric component \eta_0 ( {\alpha^T_0})X, where \eta_0 (\cdot) is an unknown univariate link function. how find margin of errorWebCorpus ID: 26384446; High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation @inproceedings{Yang2024HighdimensionalNS, title={High-dimensional Non-Gaussian Single Index Models via Thresholded Score Function Estimation}, author={Zhuoran Yang and Krishnakumar Balasubramanian and … how find mac addressWebIn this article, we study the estimation of high-dimensional single index models when the response variable is censored. We hybrid the estimation methods for high-dimensional … higher or lower movie budgetWebtesting problem in high-dimensional single-index model. Suitable test statistic is introduced and its asymptotic normality is also established. The paper is organized as … higher or lower movie ratings gameWeb8 de set. de 2024 · Inference In General Single-Index Models Under High-dimensional Symmetric Designs. We consider the problem of statistical inference for a finite number … higher or lower movies moneyWebThe problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a proxy linear model whose regression parameter is identifiable. We construct estimates of the regression coefficients of interest that are similar to ... higher or lower money gameWeb1 de jan. de 2024 · Abstract. We consider a flexible semiparametric single-index quantile regression model where the number of covariates may be ultra-high dimensional, and the number of the relevant covariates is potentially diverging. The approach is particularly appealing to uncover the complex heterogeneity in high-dimensional data, incorporate … higher or lower movie edition