6 research outputs found

    On Stein's Identity and Near-Optimal Estimation in High-dimensional Index Models

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    We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine learning and statistics. Our estimators leverage the score function based first and second-order Stein's identities and do not require the covariates to satisfy Gaussian or elliptical symmetry assumptions common in the literature. Moreover, to handle score functions and responses that are heavy-tailed, our estimators are constructed via carefully thresholding their empirical counterparts. We show that our estimator achieves near-optimal statistical rate of convergence in several settings. We supplement our theoretical results via simulation experiments that confirm the theory

    Additional file 1: Table S1. of Factors affecting treatment outcome in patients with idiopathic nonspecific interstitial pneumonia: a nationwide cohort study

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    Treatment modality in treatment group (n = 86). Table S2. Comorbidities of study population. Table S3. Comparison between initial and 1-year follow-up lung function according to treatment. Table S4. Analysis of risk factors that associated with treatment failure (by logistic regression). (DOCX 26 kb
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