Estimating High-dimensional Non-Gaussian Multiple Index Models via Stein's Lemma.

Zhuoran Yang Krishnakumar Balasubramanian Zhaoran Wang Han Liu

Published in: NIPS (2017)

Keyphrases

high dimensional
autoregressive
high dimensional data
probabilistic model
non stationary
data mining
information retrieval
feature extraction
bayesian networks
nearest neighbor
dimensionality reduction
multi dimensional
low dimensional
statistical model
multiple models
johnson lindenstrauss