Learning sparse conditional distribution: an efficient kernel-based approach

DOI10.1214/21-EJS1824zbMath1471.62323MaRDI QIDQ2044348

Junhui Wang, Fang Chen, Xin He

Publication date: 9 August 2021

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

zbMATH Keywords

consistencyparallel computingconditional distributionRKHSsparse learning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Computational learning theory (68Q32) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items (1)

Structure learning via unstructured kernel-based M-estimation

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