Sparse single-index model (Q5405247)

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scientific article; zbMATH DE number 6276236
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Sparse single-index model
scientific article; zbMATH DE number 6276236

    Statements

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    1 April 2014
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    single-index model
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    sparsity
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    regression estimation
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    PAC-Bayesian
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    oracle inequality
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    reversible jump Markov chain Monte Carlo method
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    math.ST
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    stat.TH
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