On a low-rank matrix single index model
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Publication:6414151
DOI10.3390/MATH11092065arXiv2210.08851MaRDI QIDQ6414151FDOQ6414151
Authors: The Tien Mai 
Publication date: 17 October 2022
Abstract: In this paper, we present a theoretical study of a low-rank matrix single index model. This model is recently introduced in biostatistics however its theoretical properties on estimating together the link function and the coefficient matrix are not yet carried out. Here, we advance on using PAC-Bayesian bounds technique to provide a rigorous theoretical understanding for jointly estimation of the link function and the coefficient matrix.
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