On a Low-Rank Matrix Single-Index Model
Copyright policy )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 this paper, we make use of the PAC-Bayesian bounds technique to provide a thorough theoretical understanding of the joint estimation of the link function and the coefficient matrix. This allows us to gain a deeper insight into the properties of this model and its potential applications in different fields.
low-rank matrix, optimal rate, Mathematics - Statistics Theory, Statistics Theory (math.ST), PAC-Bayes bounds, oracle inequality, single-index model, QA1-939, FOS: Mathematics, Mathematics
low-rank matrix, optimal rate, Mathematics - Statistics Theory, Statistics Theory (math.ST), PAC-Bayes bounds, oracle inequality, single-index model, QA1-939, FOS: Mathematics, Mathematics
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