On a low-rank matrix single index model

The Tien Mai

doi:10.3390/math11092065

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arXiv · 2210.08851

On a low-rank matrix single index model

The Tien Mai

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Abstract

In this paper, we present a theoretical study of a low-rank matrix single index model. This model is recently introduced in biostatistics however its theoretical properties on estimating together the link function and the coefficient matrix are not yet carried out. Here, we advance on using PAC-Bayesian bounds technique to provide a rigorous theoretical understanding for jointly estimation of the link function and the coefficient matrix.

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The Tien Mai. 2022-10-17. On a low-rank matrix single index model. https://doi.org/10.3390/math11092065

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