Convergence guarantee for the sparse monotone single index model

DOI10.1214/22-EJS2046MaRDI QIDQ2168091

Garvesh Raskutti, Hyebin Song, Rina Foygel Barber, Ran Dai

Publication date: 31 August 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.07587

zbMATH Keywords

isotonic regressionhigh-dimensionalscalable algorithm|single-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Uses Software

• isotone
• simest

Cites Work

• Unnamed Item
• Non-convex penalized estimation in high-dimensional models with single-index structure
• The EFM approach for single-index models
• Contraction and uniform convergence of isotonic regression
• Isotonic regression meets Lasso
• Slicing regression: A link-free regression method
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Efficient estimation in conditional single-index regression
• On consistency and sparsity for sliced inverse regression in high dimensions
• Direct estimation of the index coefficient in a single-index model
• Efficient estimation in single index models through smoothing splines
• Least squares estimation in the monotone single index model
• High dimensional single index models
• Optimal smoothing in single-index models
• One-bit compressed sensing with non-Gaussian measurements
• On risk bounds in isotonic and other shape restricted regression problems
• The Generalized Lasso With Non-Linear Observations
• Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach
• PUlasso: High-Dimensional Variable Selection With Presence-Only Data
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• High-dimensional estimation with geometric constraints: Table 1.
• Structured Signal Recovery From Non-Linear and Heavy-Tailed Measurements
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• Score estimation in the monotone single‐index model
• Sparse single-index model