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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

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…

Numerical Analysis · Mathematics 2018-12-12 Andrew T. Glaws , Paul G. Constantine , R. Dennis Cook

We investigate the application of sufficient dimension reduction (SDR) to a noiseless data set derived from a deterministic function of several variables. In this context, SDR provides a framework for ridge recovery. In this second part, we…

Numerical Analysis · Mathematics 2018-08-10 Andrew Glaws , Paul G. Constantine , R. Dennis Cook

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

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) 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 propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the…

Statistics Theory · Mathematics 2007-06-13 Bing Li , Hongyuan Zha , Francesca Chiaromonte

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

Supervised dimension reduction (SDR) has been a topic of growing interest in data science, as it enables the reduction of high-dimensional covariates while preserving the functional relation with certain response variables of interest.…

Machine Learning · Statistics 2023-05-23 Sam Hawke , Hengrui Luo , Didong Li

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

We present a new methodology for sufficient dimension reduction (SDR). Our methodology derives directly from the formulation of SDR in terms of the conditional independence of the covariate $X$ from the response $Y$, given the projection of…

Statistics Theory · Mathematics 2009-08-14 Kenji Fukumizu , Francis R. Bach , Michael I. Jordan

In this article, we propose a general nonlinear sufficient dimension reduction (SDR) framework when both the predictor and response lie in some general metric spaces. We construct reproducing kernel Hilbert spaces whose kernels are fully…

Statistics Theory · Mathematics 2022-06-24 Joni Virta , Kuang-Yao Lee , Lexin Li

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 review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimators or forward regression SDR estimators. The inverse…

Methodology · Statistics 2022-02-03 Yuexiao Dong , Abdul-Nasah Soale , Michael D. Power

Data dimension reduction (DDR) is all about mapping data from high dimensions to low dimensions, various techniques of DDR are being used for image dimension reduction like Random Projections, Principal Component Analysis (PCA), the…

Computer Vision and Pattern Recognition · Computer Science 2022-11-18 Wisal Khan , Muhammad Turab , Waqas Ahmad , Syed Hasnat Ahmad , Kelash Kumar , Bin Luo

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

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…

Machine Learning · Statistics 2024-02-28 Xinyu Li , Jianjun Xu , Wenquan Cui , Haoyang Cheng

Nowadays, massive datasets are typically dispersed across multiple locations, encountering dual challenges of high dimensionality and huge sample size. Therefore, it is necessary to explore sufficient dimension reduction (SDR) methods for…

Methodology · Statistics 2025-09-16 Hongying Li , Minyi Zhu , Yaqi Cao , Xinyi Xu

We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of negligible variation for the response surface. These directions span the orthogonal complement of the minimal space…

Machine Learning · Computer Science 2014-08-15 Bing Li , Hongyuan Zha , Francesca Chiaromonte

This paper introduces a new unsupervised method for dimensionality reduction via regression (DRR). The algorithm belongs to the family of invertible transforms that generalize Principal Component Analysis (PCA) by using curvilinear instead…

Machine Learning · Statistics 2016-02-02 Valero Laparra , Jesus Malo , Gustau Camps-Valls
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