Minimax adaptive dimension reduction for regression

DOI10.1016/J.JMVA.2014.03.008MaRDI QIDQ2451628zbMATH OpenOpenAlexFDO

Authors Quentin Paris

Publication date 4 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.008

zbMATH Keywords

dimension reductionempirical risk minimizationmetric entropyminimax rates of convergenceregression estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

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• Sparse single-index model
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Sufficient Dimension Reduction via Inverse Regression

Cited in

(9)

• Dimension reduction for regression estimation with nearest neighbor method
• Minimal \(\sigma\)-field for flexible sufficient dimension reduction
• Minimax-optimal nonparametric regression in high dimensions
• Optimal estimation of direction in regression models with large number of parameters
• Adaptive Minimax Estimation over Sparse \ell_q-Hulls
• On \(b\)-bit min-wise hashing for large-scale regression and classification with sparse data
• An Adaptive Estimation of Dimension Reduction Space
• Dimensionality Reduction, Regularization, and Generalization in Overparameterized Regressions
• Estimation and Test for Multi-Dimensional Regression Models

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