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stat.ML2023
Efficient Estimation of the Central Mean Subspace via Smoothed Gradient Outer Products
Gan Yuan, Mingyue Xu, Samory Kpotufe +1
We consider the problem of sufficient dimension reduction (SDR) for multi-index models. The estimators of the central mean subspace in prior works either have slow (non-parametric)…
stat.ML2023
Distributed Semi-Supervised Sparse Statistical Inference
Jiyuan Tu, Weidong Liu, Xiaojun Mao +1
The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimens…