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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

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

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

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 introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…

Statistics Theory · Mathematics 2019-10-07 Thi Thien Trang Bui , J-M Loubes , Laurent Risser , Patricia Balaresque

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

Machine Learning · Statistics 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

In this paper we introduce a general theory for nonlinear sufficient dimension reduction, and explore its ramifications and scope. This theory subsumes recent work employing reproducing kernel Hilbert spaces, and reveals many parallels…

Statistics Theory · Mathematics 2013-04-03 Kuang-Yao Lee , Bing Li , Francesca Chiaromonte

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Methodology · Statistics 2022-09-13 Chengliang Tang , Nathan Lenssen , Ying Wei , Tian Zheng

We in this paper consider Fr\'echet sufficient dimension reduction with responses being complex random objects in a metric space and high dimension Euclidean predictors. We propose a novel approach called weighted inverse regression…

Statistics Theory · Mathematics 2020-07-02 Chao Ying , Zhou Yu

There has been a lot of interest in sufficient dimension reduction (SDR) methodologies as well as nonlinear extensions in the statistics literature. In this note, we use classical results regarding metric spaces and positive definite…

Methodology · Statistics 2020-10-29 Youngjoo Cho , Debashis Ghosh

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

Optimal transport has been very successful for various machine learning tasks; however, it is known to suffer from the curse of dimensionality. Hence, dimensionality reduction is desirable when applied to high-dimensional data with…

Machine Learning · Statistics 2025-07-21 Jie Wang , March Boedihardjo , Yao Xie

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

We study the estimation problem of distribution-on-distribution regression, where both predictors and responses are probability measures. Existing approaches typically rely on a global optimal transport map or tangent-space linearization,…

Machine Learning · Statistics 2025-11-17 Inga Girshfeld , Xiaohui Chen

Based on the theory of reproducing kernel Hilbert space (RKHS) and semiparametric method, we propose a new approach to nonlinear dimension reduction. The method extends the semiparametric method into a more generalized domain where both the…

Methodology · Statistics 2021-01-06 Wenquan Cui , Haoyang Cheng

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

Distances between probability distributions that take into account the geometry of their sample space,like the Wasserstein or the Maximum Mean Discrepancy (MMD) distances have received a lot of attention in machine learning as they can, for…

Machine Learning · Computer Science 2020-04-29 Gaëtan Hadjeres , Frank Nielsen

In a high-dimensional regression framework, we study consequences of the naive two-step procedure where first the dimension of the input variables is reduced and second, the reduced input variables are used to predict the output variable…

Machine Learning · Statistics 2023-11-28 Stephan Eckstein , Armin Iske , Mathias Trabs
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