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stat.ML2025
Survey on Algorithms for multi-index models
Joan Bruna, Daniel Hsu
We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaus…
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)…