Convergence guarantee for the sparse monotone single index model

DOI10.1214/22-EJS2046MaRDI QIDQ2168091FDOQ2168091

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

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)

Cites work

• scientific article; zbMATH DE number 3973706 (Why is no real title available?)
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Cited in

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• Convergence guarantee for the sparse monotone single index model

Describes a project that uses

Uses Software

• isotone
• simest

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