Sparse single-index model
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Publication:5405247
zbMath1320.62177arXiv1101.3229MaRDI QIDQ5405247
Publication date: 1 April 2014
Full work available at URL: https://arxiv.org/abs/1101.3229
regression estimationsparsityoracle inequalitysingle-index modelPAC-Bayesianreversible jump Markov chain Monte Carlo method
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
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