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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

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) 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

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

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

Stochastic Dual Coordinate Descent (SDCD) has become one of the most efficient ways to solve the family of $\ell_2$-regularized empirical risk minimization problems, including linear SVM, logistic regression, and many others. The vanilla…

Machine Learning · Computer Science 2015-04-07 Cho-Jui Hsieh , Hsiang-Fu Yu , Inderjit S. Dhillon

Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$…

Methodology · Statistics 2017-03-22 Hung Hung , Su-Yun Huang

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

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

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

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

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

In this paper, the existing Scheduling Dimension Reduction (SDR) methods for Linear Parameter-Varying (LPV) models are reviewed and a Deep Neural Network (DNN) approach is developed that achieves higher model accuracy under scheduling…

Systems and Control · Electrical Eng. & Systems 2020-12-10 P. J. W. Koelewijn , R. Tóth

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…

Computational Physics · Physics 2021-10-25 Saviz Mowlavi , Themistoklis P. Sapsis

The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…

Machine Learning · Computer Science 2024-10-31 Eslam Abdelaleem

This paper presents a unified framework for sufficient dimension reduction (SDR) that generalizes several existing SDR techniques and offers new insights into the connection between inverse conditional moment independence and dimension…

Methodology · Statistics 2026-05-11 Jicai Liu , Yu Zhang , Jinhong Li

Dual Coordinate Descent (DCD) and Block Dual Coordinate Descent (BDCD) are important iterative methods for solving convex optimization problems. In this work, we develop scalable DCD and BDCD methods for the kernel support vector machines…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-27 Zishan Shao , Aditya Devarakonda

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

These notes are an overview of some classical linear methods in Multivariate Data Analysis. This is a good old domain, well established since the 60's, and refreshed timely as a key step in statistical learning. It can be presented as part…

Numerical Analysis · Mathematics 2023-05-25 Alain Franc
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