@article{JMLR:v20:18-705,
  author  = {Sen Na and Zhuoran Yang and Zhaoran Wang and Mladen Kolar},
  title   = {High-dimensional Varying Index Coefficient Models via Stein's Identity},
  journal = {Journal of Machine Learning Research},
  year    = {2019},
  volume  = {20},
  number  = {152},
  pages   = {1--44},
  url     = {http://jmlr.org/papers/v20/18-705.html}
}