High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion

DOI10.1007/S11222-024-10399-4zbMATH Open1539.62014MaRDI QIDQ6547751FDOQ6547751

Authors: Xin Chen, Chang Deng, Shuaida He, Runxiong Wu, J. Zhang 

Publication date: 31 May 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Recommendations

• Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion
• Sufficient dimension reduction using Hilbert-Schmidt independence criterion
• Robust direction identification and variable selection in high dimensional general single-index models
• BS-SIM: an effective variable selection method for high-dimensional single index model
• Sparse single-index model

zbMATH Keywords

variable selectionsufficient dimension reductionmajorization-minimizationsingle-index modelslarge \(p\) small \(n\)Hilbert-Schmidt independence criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Cites Work

• Generalized alternating direction method of multipliers: new theoretical insights and applications
• Sliced Regression for Dimension Reduction
• Approximation Theorems of Mathematical Statistics
• On consistency and sparsity for sliced inverse regression in high dimensions
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• Testing predictor contributions in sufficient dimension reduction.
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Feature screening via distance correlation learning
• A note on shrinkage sliced inverse regression
• Sliced Inverse Regression with Regularizations
• Comment
• An Adaptive Estimation of Dimension Reduction Space
• Algorithmic Learning Theory
• Discussion of: Brownian distance covariance
• Regression analysis under link violation
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• On Directional Regression for Dimension Reduction
• Title not available (Why is that?)
• On the Interpretation of Regression Plots
• A semiparametric approach to dimension reduction
• Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
• Likelihood-based sufficient dimension reduction
• Model-Free Variable Selection
• Sufficient Dimension Reduction via Inverse Regression
• Principal fitted components for dimension reduction in regression
• Sparse sliced inverse regression via Lasso
• Sparse sufficient dimension reduction
• Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
• A unified primal-dual algorithm framework based on Bregman iteration
• The linearized alternating direction method of multipliers for Dantzig selector
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Graphics for Regressions With a Binary Response
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• An integral transform method for estimating the central mean and central subspaces
• Sufficient dimension reduction based on an ensemble of minimum average variance estimators
• Estimating a sparse reduction for general regression in high dimensions
• Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion
• A review on dimension reduction
• Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
• Sparse SIR: optimal rates and adaptive estimation
• A convex formulation for high-dimensional sparse sliced inverse regression
• Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
• MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
• Sparse CCA: adaptive estimation and computational barriers
• Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
• Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension

This page was built for publication: High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547751)