منابع مشابه
Matrix Completion Under Monotonic Single Index Models
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the challenge of matrix completion in the face of such nonlinearities. Given a f...
متن کاملRank Estimation of Partially Linear Index Models
We consider a generalized regression model with a partially linear index. The index contains an additive nonparametric component in addition to the standard linear component, and the models dependent variable is transformed by a unknown monotone function. We propose weighted rank estimation procedures for estimating (i) the coe¢ cients for the linear component, (ii) the nonparametric component...
متن کاملRank penalized estimators for high-dimensional matrices
Abstract. In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix A0 corrupted by noise. We propose a new rank penalized estimator of A0. For this estimator we establish general oracle inequality for the prediction error both in probability and in expectation. We also prove upper bounds for the ra...
متن کاملLearning to Rank with Nonlinear Monotonic Ensemble
Over the last decade learning to rank (L2R) has gained a lot of attention and many algorithms have been proposed. One of the most successful approach is to build an algorithm following the ensemble principle. Boosting is the key representative of this approach. However, even boosting isn’t effective when used to increase the performance of individually strong algorithms, scenario when we want t...
متن کاملTwo Stage Rank Estimation of Quantile Index Models
This paper estimates a class of models which satisfy a monotonicity condition on the conditional quantile function of the response variable. This class includes as a special case the monotonic transformation model with the error term satisfying a conditional quantile restriction, thus allowing for very general forms of conditional heteroscedasticity. Furthermore, the monotonicity condition enab...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1998
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(97)00090-0