Sparse single-index model

zbMath1320.62177arXiv1101.3229MaRDI QIDQ5405247

Pierre Alquier, Gérard Biau

Publication date: 1 April 2014

Full work available at URL: https://arxiv.org/abs/1101.3229

zbMATH Keywords

regression estimationsparsityoracle inequalitysingle-index modelPAC-Bayesianreversible jump Markov chain Monte Carlo method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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