Estimation of projection pursuit regression via alternating linearization

DOI10.1016/J.CSDA.2023.107793MaRDI QIDQ6096647zbMATH OpenFDO

Authors Xin Tan, Haoran Zhan, Xu Qin

Publication date 15 September 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2023.107793

zbMATH Keywords

\(L_1\) penaltyhigh-dimensional datalinearizationnonparametric regressionrectified linear unit (ReLU)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• A distribution-free theory of nonparametric regression
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• scientific article; zbMATH DE number 47282 (Why is no real title available?)
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• Spline estimation of single-index models
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Cited in

(4)

• The L_p convergence for projection pursuit regression
• scientific article; zbMATH DE number 4078533 (Why is no real title available?)
• Bayesian projection pursuit regression
• On projection pursuit regression

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