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The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

Data visualization and dimension reduction for regression between a general metric space-valued response and Euclidean predictors is proposed. Current Fr\'ech\'et dimension reduction methods require that the response metric space be…

Methodology · Statistics 2024-05-28 Abdul-Nasah Soale , Yuexiao Dong

In this paper, we address the problem of predicting a response variable in the context of both, spatially correlated and high-dimensional data. To reduce the dimensionality of the predictor variables, we apply the sufficient dimension…

Methodology · Statistics 2025-02-06 Liliana Forzani , Rodrigo García Arancibia , Antonella Gieco , Pamela Llop , Anne Yao

In this article, we propose a general nonlinear sufficient dimension reduction (SDR) framework when both the predictor and response lie in some general metric spaces. We construct reproducing kernel Hilbert spaces whose kernels are fully…

Statistics Theory · Mathematics 2022-06-24 Joni Virta , Kuang-Yao Lee , Lexin Li

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…

Statistics Theory · Mathematics 2015-03-13 Ting-Li Chen , Su-Yun Huang , Yanyuan Ma , I-Ping Tu

We present a new methodology for sufficient dimension reduction (SDR). Our methodology derives directly from the formulation of SDR in terms of the conditional independence of the covariate $X$ from the response $Y$, given the projection of…

Statistics Theory · Mathematics 2009-08-14 Kenji Fukumizu , Francis R. Bach , Michael I. Jordan

With the rapid development of data collection techniques, complex data objects that are not in the Euclidean space are frequently encountered in new statistical applications. Fr\'echet regression model (Peterson & M\"uller 2019) provides a…

Methodology · Statistics 2022-12-08 Qi Zhang , Lingzhou Xue , Bing Li

Dimension reduction is an important tool for analyzing high-dimensional data. The predictor envelope is a method of dimension reduction for regression that assumes certain linear combinations of the predictors are immaterial to the…

Methodology · Statistics 2022-01-07 Paul May , Hossein Moradi Rekabdarkolaee

High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…

Methodology · Statistics 2026-05-08 Xingche Guo , Yehua Li , Pang Du

Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…

Statistics Theory · Mathematics 2012-06-06 Jun Shao , Xinwei Deng

In this paper, we introduce a wavelet-based method for estimating the EDR space in Li's semiparametric regression model for achieving dimension reduction. This method is obtained by using linear wavelet estimators of the density and…

Statistics Theory · Mathematics 2020-05-04 Emmanuel de Dieu Nkou , Guy Martial Nkiet

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

We consider dimension reduction for regression or classification in which the predictors are matrix- or array-valued. This type of predictor arises when measurements are obtained for each combination of two or more underlying variables--for…

Statistics Theory · Mathematics 2010-02-26 Bing Li , Min Kyung Kim , Naomi Altman

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

Statistics Theory · Mathematics 2026-05-05 Kou Fujimori , Koji Tsukuda

Sufficient dimension reduction aims for reduction of dimensionality of a regression without loss of information by replacing the original predictor with its lower-dimensional subspace. Partial (sufficient) dimension reduction arises when…

Methodology · Statistics 2019-09-27 Lu Li , Kai Tan , Xuerong Meggie Wen , Zhou Yu

Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…

Methodology · Statistics 2024-11-26 Dan Yang , Jianlong Shao , Haipeng Shen , Hongtu Zhu

Dimension reduction techniques, such as Sufficient Dimension Reduction (SDR), are indispensable for analyzing high-dimensional datasets. This paper introduces a novel SDR method named Principal Square Response Forward Regression (PSRFR) for…

Methodology · Statistics 2024-09-05 Zheng Li , Yunhao Wang , Wei Gao , Hon Keung Tony Ng

Dimension Estimation (DE) and Dimension Reduction (DR) are two closely related topics, but with quite different goals. In DE, one attempts to estimate the intrinsic dimensionality or number of latent variables in a set of measurements of a…

Machine Learning · Computer Science 2019-09-25 Nitish Bahadur , Randy Paffenroth

Sufficient dimension reduction methods often require stringent conditions on the joint distribution of the predictor, or, when such conditions are not satisfied, rely on marginal transformation or reweighting to fulfill them approximately.…

Statistics Theory · Mathematics 2009-04-27 Bing Li , Yuexiao Dong
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