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Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…

Machine Learning · Statistics 2013-11-07 Stoyan Georgiev , Sayan Mukherjee

Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent…

Methodology · Statistics 2021-07-07 Christoph Muehlmann , Hannu Oja , Klaus Nordhausen

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Antoine Aspeel , Jean-Charles Delvenne , Johan A. K. Suykens

Supervised dimension reduction for time series is challenging as there may be temporal dependence between the response $y$ and the predictors $\boldsymbol x$. Recently a time series version of sliced inverse regression, TSIR, was suggested,…

Methodology · Statistics 2019-05-07 Markus Matilainen , Christophe Croux , Klaus Nordhausen , Hannu Oja

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

Sufficient dimension reduction reduces the dimensionality of data while preserving relevant regression information. In this article, we develop Minimum Average Deviance Estimation (MADE) methodology for sufficient dimension reduction. It…

Methodology · Statistics 2024-01-19 Kofi P. Adragni , Andrew M. Raim , Elias Al-Najjar

We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and…

Statistics Theory · Mathematics 2017-10-17 Ge Zhao , Yanyuan Ma , Wenbin Lu

Ensemble Conditional Variance Estimation (ECVE) is a novel sufficient dimension reduction (SDR) method in regressions with continuous response and predictors. ECVE applies to general non-additive error regression models. It operates under…

Methodology · Statistics 2021-03-01 Lukas Fertl , Efstathia Bura

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 consider regression models with a Hilbert-space-valued predictor and a scalar response, where the response depends on the predictor only through a finite number of projections. The linear subspace spanned by these…

Statistics Theory · Mathematics 2010-11-12 Yehua Li , Tailen Hsing

Error concealment is of great importance for block-based video systems, such as DVB or video streaming services. In this paper, we propose a novel scalable spatial error concealment algorithm that aims at obtaining high quality…

Computer Vision and Pattern Recognition · Computer Science 2022-05-24 Ján Koloda , Jürgen Seiler , Antonio M. Peinado , André Kaup

Dimensionality reduction (DR) on the manifold includes effective methods which project the data from an implicit relational space onto a vectorial space. Regardless of the achievements in this area, these algorithms suffer from the lack of…

Machine Learning · Computer Science 2019-09-23 Babak Hosseini , Barbara Hammer

Estimating the effective dimension reduction (EDR) space, related to the semiparametric regression model introduced by Li \cite{sir}, is based on the estimation of the covariance matrix $\Lambda$ of the conditional expectation of the vector…

Statistics Theory · Mathematics 2018-11-08 Emmanuel De Dieu Nkou , Guy Martial Nkiet

A new dimension reduction method based on Gaussian finite mixtures is proposed as an extension to sliced inverse regression (SIR). The model-based SIR (MSIR) approach allows the main limitation of SIR to be overcome, i.e., failure in the…

Methodology · Statistics 2015-08-11 Luca Scrucca

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

Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been…

Computation · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function. It operates under the assumption that the predictors can be replaced…

Methodology · Statistics 2021-02-18 Lukas Fertl , Efstathia Bura

Sufficient dimension reduction (SDR) in regression, which reduces the dimension by replacing original predictors with a minimal set of their linear combinations without loss of information, is very helpful when the number of predictors is…

Statistics Theory · Mathematics 2012-11-15 Xin Chen , Changliang Zou , R. Dennis Cook

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

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