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To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

Methodology · Statistics 2017-02-03 Wei Luo , Yeying Zhu

Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity…

Methodology · Statistics 2020-09-15 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu

Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…

Methodology · Statistics 2024-10-15 Linh H. Nghiem , F. K. C. Hui

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

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

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

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

Traditional methods for matching in causal inference are impractical for high-dimensional datasets. They suffer from the curse of dimensionality: exact matching and coarsened exact matching find exponentially fewer matches as the input…

Machine Learning · Statistics 2026-02-12 Oscar Clivio , Fabian Falck , Brieuc Lehmann , George Deligiannidis , Chris Holmes

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

Sufficient dimension reduction (SDR) methods, which often rely on class precision matrices, are widely used in supervised statistical classification problems. However, when class-specific sample sizes are small relative to the original…

Methodology · Statistics 2025-06-25 Derik T. Boonstra , Rakheon Kim , Dean M. Young

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

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

A major family of sufficient dimension reduction (SDR) methods, called inverse regression, commonly require the distribution of the predictor $X$ to have a linear $E(X|\beta^\mathsf{T}X)$ and a degenerate $\mathrm{var}(X|\beta^\mathsf{T}X)$…

Methodology · Statistics 2023-08-30 Wei Luo , Yan Guo

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

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna

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

Fast and cheaper next generation sequencing technologies will generate unprecedentedly massive and highly-dimensional genomic and epigenomic variation data. In the near future, a routine part of medical record will include the sequenced…

Genomics · Quantitative Biology 2013-01-17 Momiao Xiong , Long Ma

Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…

Methodology · Statistics 2021-06-29 Ran Dai , Cheng Zheng , Mei-Jie Zhang

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
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