Estimation for High-Dimensional Multi-Layer Generalized Linear Model - Part I: The Exact MMSE Estimator.
Haochuan ZhangQiuyun ZouHongwen YangPublished in: CoRR (2020)
Keyphrases
- multi layer
- linear model
- least squares
- high dimensional
- estimation algorithm
- semi parametric
- minimum mean squared error
- linear models
- regression model
- parameter estimation
- unbiased estimator
- maximum likelihood estimator
- single layer
- neural network
- neural nets
- minimum mean square error
- nonlinear models
- additive model
- estimation error
- variable selection
- maximum likelihood
- linear transformations
- data points
- feature space
- high dimensional data
- multiple layers
- low dimensional
- parameter space
- information processing
- optical flow