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Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…

Methodology · Statistics 2024-10-15 Linh H. Nghiem , F. K. C. Hui

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

We explore two primary classes of approaches to dimensionality reduction (DR): Independent Dimensionality Reduction (IDR) and Simultaneous Dimensionality Reduction (SDR). In IDR methods, of which Principal Components Analysis is a…

Machine Learning · Statistics 2024-10-28 Eslam Abdelaleem , Ahmed Roman , K. Michael Martini , Ilya Nemenman

Sufficient dimension reduction (SDR) methods aim to identify a dimension reduction subspace (DRS) that preserves all the information about the conditional distribution of a response given its predictor. Traditional SDR methods determine the…

Methodology · Statistics 2025-11-26 Derik T. Boonstra , Rakheon Kim , Dean M. Young

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

Sufficient dimension reduction (SDR) is an effective tool for regression models, offering a viable approach to address and analyze the nonlinear nature of regression problems. This paper introduces the itdr R package, a comprehensive and…

Methodology · Statistics 2023-07-18 Tharindu P. De Alwis , S. Yaser Samadi , Jiaying Weng

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is…

Machine Learning · Computer Science 2018-12-20 Ershad Banijamali , Amir-Hossein Karimi , Ali Ghodsi

As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample approaches exist to SDR, some of the most recent of which…

Methodology · Statistics 2020-12-15 Emmanuel Jordy Menvouta , Sven Serneels , Tim Verdonck

We introduce a novel sufficient dimension-reduction (SDR) method which is robust against outliers using $\alpha$-distance covariance (dCov) in dimension-reduction problems. Under very mild conditions on the predictors, the central subspace…

Methodology · Statistics 2024-02-06 Hsin-Hsiung Huang , Feng Yu , Teng Zhang

This is a tutorial and survey paper on various methods for Sufficient Dimension Reduction (SDR). We cover these methods with both statistical high-dimensional regression perspective and machine learning approach for dimensionality…

Methodology · Statistics 2021-10-20 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Sufficient dimension reduction (SDR) is a popular tool in regression analysis, which replaces the original predictors with a minimal set of their linear combinations. However, the estimated linear combinations generally contain all original…

Computation · Statistics 2020-12-16 Lei Yan , Xin Chen

Sufficient dimension reduction (SDR) methods, which often rely on class precision matrices, are widely used in supervised statistical classification problems. However, when class-specific sample sizes are small relative to the original…

Methodology · Statistics 2025-06-25 Derik T. Boonstra , Rakheon Kim , Dean M. Young

Supervised dimensionality reduction strategies have been of great interest. However, current supervised dimensionality reduction approaches are difficult to scale for situations characterized by large datasets given the high computational…

Machine Learning · Computer Science 2018-11-09 Amir-Hossein Karimi , Alexander Wong , Ali Ghodsi

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

We propose a novel Fr\'echet sufficient dimension reduction (SDR) method based on kernel distance covariance, tailored for metric space-valued responses such as count data, probability densities, and other complex structures. The method…

Methodology · Statistics 2024-12-18 Hsin-Hsiung Huang , Feng Yu , Kang Li , Teng Zhang

In this work, we develop a new theory and method for sufficient dimension reduction (SDR) in single-index models, where SDR is a sub-field of supervised dimension reduction based on conditional independence. Our work is primarily motivated…

Machine Learning · Statistics 2024-05-31 Seungbeom Hong , Ilmun Kim , Jun Song

Sufficient dimension reduction (SDR) using distance covariance (DCOV) was recently proposed as an approach to dimension-reduction problems. Compared with other SDR methods, it is model-free without estimating link function and does not…

Machine Learning · Statistics 2021-03-04 Runxiong Wu , Xin Chen

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 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

A bottleneck of sufficient dimension reduction (SDR) in the modern era is that, among numerous methods, only the sliced inverse regression (SIR) is generally applicable under the high-dimensional settings. The higher-order inverse…

Methodology · Statistics 2024-07-24 Yin Jin , Wei Luo
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