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We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…

Methodology · Statistics 2023-04-26 Qi Zhang , Bing Li , Lingzhou Xue

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

This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…

Machine Learning · Computer Science 2023-06-06 Chengyu Zhou , Xiaolei Fang

The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the…

Machine Learning · Statistics 2019-12-02 Jun Jin , Chao Ying , Zhou Yu

This paper aims to decompose a large dimensional vector autoregessive (VAR) model into two components, the first one being generated by a small-scale VAR and the second one being a white noise sequence. Hence, a reduced number of common…

Econometrics · Economics 2022-02-22 Gianluca Cubadda , Alain Hecq

Beginning with a discussion of R. A. Fisher's early written remarks that relate to dimension reduction, this article revisits principal components as a reductive method in regression, develops several model-based extensions and ends with…

Methodology · Statistics 2007-08-30 R. Dennis Cook

Given observations of a collection of covariates and responses $(Y, X) \in \mathbb{R}^p \times \mathbb{R}^q$, sufficient dimension reduction (SDR) techniques aim to identify a mapping $f: \mathbb{R}^q \rightarrow \mathbb{R}^k$ with $k \ll…

Methodology · Statistics 2015-08-19 Armeen Taeb , Venkat Chandrasekaran

Prediction, in regression and classification, is one of the main aims in modern data science. When the number of predictors is large, a common first step is to reduce the dimension of the data. Sufficient dimension reduction (SDR) is a well…

Methodology · Statistics 2023-06-21 Liliana Forzani , Daniela Rodriguez , Mariela Sued

We present a forward sufficient dimension reduction method for categorical or ordinal responses by extending the outer product of gradients and minimum average variance estimator to multinomial generalized linear model. Previous work in…

Methodology · Statistics 2023-03-30 Harris Quach , Bing Li

We introduce a new framework for dimension reduction in the context of high-dimensional regression. Our proposal is to aggregate an ensemble of random projections, which have been carefully chosen based on the empirical regression…

Methodology · Statistics 2024-10-08 Wenxing Zhou , Timothy I. Cannings

A method is introduced to perform simultaneous sparse dimension reduction on two blocks of variables. Beyond dimension reduction, it also yields an estimator for multivariate regression with the capability to intrinsically deselect…

Methodology · Statistics 2024-11-28 Sven Serneels

Data are not only ubiquitous in society, but are increasingly complex both in size and dimensionality. Dimension reduction offers researchers and scholars the ability to make such complex, high dimensional data spaces simpler and more…

Machine Learning · Computer Science 2021-03-15 Philip D. Waggoner

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

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

In the regression setting, dimension reduction allows for complicated regression structures to be detected via visualization in a low-dimension framework. However, some popular dimension reduction methodologies fail to achieve this aim when…

Methodology · Statistics 2014-03-26 Luke A. Prendergast , Alexandra L. Garnham

We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without imposing restrictive distributional or functional form…

Econometrics · Economics 2025-10-14 Jianhua Mei , Fu Ouyang , Thomas T. Yang

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

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

Solutions of symbolic regression problems are expressions that are composed of input variables and operators from a finite set of function symbols. One measure for evaluating symbolic regression algorithms is their ability to recover…

Machine Learning · Computer Science 2025-06-25 Paul Kahlmeyer , Markus Fischer , Joachim Giesen

In our work, we propose a novel formulation for supervised dimensionality reduction based on a nonlinear dependency criterion called Statistical Distance Correlation, Szekely et. al. (2007). We propose an objective which is free of…

Machine Learning · Computer Science 2016-01-05 Praneeth Vepakomma , Chetan Tonde , Ahmed Elgammal