Improved Prediction and Network Estimation Using the Monotone Single
Index Multi-variate Autoregressive Model

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Improved Prediction and Network Estimation Using the Monotone Single Index Multi-variate Autoregressive Model

28 June 2021

Garvesh Raskutti

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Papers citing "Improved Prediction and Network Estimation Using the Monotone Single Index Multi-variate Autoregressive Model"

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Title
Convergence guarantee for the sparse monotone single index model Ran Dai Hyebin Song Rina Foygel Barber Garvesh Raskutti 53 3 0 17 May 2021
Non-parametric Sparse Additive Auto-regressive Network Models H. Zhou Garvesh Raskutti AI4TS 43 9 0 23 Jan 2018
Contraction and uniform convergence of isotonic regression Fan Yang Rina Foygel Barber 45 32 0 06 Jun 2017
Least squares estimation in the monotone single index model F. Balabdaoui C. Durot H. Jankowski 75 45 0 19 Oct 2016
Inference of High-dimensional Autoregressive Generalized Linear Models Eric C. Hall Garvesh Raskutti Rebecca Willett 129 38 0 09 May 2016
Sharp oracle inequalities for Least Squares estimators in shape restricted regression Pierre C. Bellec 69 96 0 27 Oct 2015
On Iterative Hard Thresholding Methods for High-dimensional M-Estimation Prateek Jain Ambuj Tewari Purushottam Kar 180 232 0 20 Oct 2014
Generalised additive and index models with shape constraints Yining Chen R. Samworth 67 82 0 10 Apr 2014
A new perspective on least squares under convex constraint S. Chatterjee 131 117 0 04 Feb 2014
On risk bounds in isotonic and other shape restricted regression problems S. Chatterjee Adityanand Guntuboyina B. Sen 82 138 0 15 Nov 2013