Related papers: Online Sparse Sliced Inverse Regression
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…
Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose…
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…
This paper introduces a popular dimension reduction method, sliced inverse regression (SIR), into multivariate statistical process monitoring. Provides an extension of SIR for the single-index model by adopting the idea from partial least…
We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $\rho= \lim p/n$…
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…
Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and methods of high-dimensional SIR, two remaining challenges…
Sliced inverse regression (SIR) is a popular sufficient dimension reduction method that identifies a few linear transformations of the covariates without losing regression information with the response. In high-dimensional settings, SIR can…
We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…
Generalized Sliced Inverse Regression (GSIR) is one of the most important methods for nonlinear sufficient dimension reduction. As shown in Li and Song (2017), it enjoys a convergence rate that is independent of the dimension of the…
Sliced inverse regression (SIR) is the most widely-used sufficient dimension reduction method due to its simplicity, generality and computational efficiency. However, when the distribution of the covariates deviates from the multivariate…
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…
Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…
Parameter reduction can enable otherwise infeasible design and uncertainty studies with modern computational science models that contain several input parameters. In statistical regression, techniques for sufficient dimension reduction…
Sliced inverse regression (SIR), which includes linear discriminant analysis (LDA) as a special case, is a popular and powerful dimension reduction tool. In this article, we extend SIR to address the challenges of decentralized data,…
We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into…
Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the…
Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…
Compressive-sensing-based uncertainty quantification methods have become a pow- erful tool for problems with limited data. In this work, we use the sliced inverse regression (SIR) method to provide an initial guess for the alternating…
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…