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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

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable $y$. We follow the idea of…

Computation · Statistics 2019-10-31 Xin Cai , Guang Lin , Jinglai Li

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

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

Sufficient dimension reduction (SDR) is a popular tool in regression analysis, which replaces the original predictors with a minimal set of their linear combinations. However, the estimated linear combinations generally contain all original…

Computation · Statistics 2020-12-16 Lei Yan , Xin Chen

Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…

Methodology · Statistics 2015-03-05 Silvia Bianconcini , Silvia Cagnone , Dimitris Rizopoulos

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

We propose a new method, semi-penalized inference with direct false discovery rate control (SPIDR), for variable selection and confidence interval construction in high-dimensional linear regression. SPIDR first uses a semi-penalized…

Methodology · Statistics 2013-12-02 Jian Huang , Shuangge Ma , Cun-Hui Zhang , Yong Zhou

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

This paper studies the problem of dimension reduction, tailored to improving time series forecasting with high-dimensional predictors. We propose a novel Supervised Deep Dynamic Principal component analysis (SDDP) framework that…

Machine Learning · Statistics 2025-11-25 Zhanye Luo , Yuefeng Han , Xiufan Yu

We consider the problem of sufficient dimension reduction (SDR) for multi-index models. The estimators of the central mean subspace in prior works either have slow (non-parametric) convergence rates, or rely on stringent distributional…

Machine Learning · Statistics 2024-09-16 Gan Yuan , Mingyue Xu , Samory Kpotufe , Daniel Hsu

In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least…

Methodology · Statistics 2023-06-06 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the…

Machine Learning · Statistics 2023-03-10 Antoine Collas , Titouan Vayer , Rémi Flamary , Arnaud Breloy

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

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

Partial least square regression (PLSR) is a widely-used statistical model to reveal the linear relationships of latent factors that comes from the independent variables and dependent variables. However, traditional methods to solve PLSR…

Machine Learning · Computer Science 2022-08-16 Wanguang Yin , Zhichao Liang , Jianguo Zhang , Quanying Liu

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

Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…

Machine Learning · Computer Science 2018-05-31 Haozhe Xie , Jie Li , Hanqing Xue

High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…

Methodology · Statistics 2021-06-29 Nicholas Polson , Vadim Sokolov , Jianeng Xu

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao