On a Low-Rank Matrix Single-Index Model

On a Low-Rank Matrix Single-Index Model

In this paper, we conduct a theoretical examination of a low-rank matrix single-index model. This model has recently been introduced in the field of biostatistics, but its theoretical properties for jointly estimating the link function and the coefficient matrix have not yet been fully explored. In...

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Bibliographic Details
Main Author:	Mai, T.T (Author)
Format:	Article
Language:	English
Published:	MDPI 2023
Subjects:	low-rank matrix optimal rate oracle inequality PAC-Bayes bounds single-index model
Online Access:	View Fulltext in Publisher View in Scopus

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