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In genetic studies, not only can the number of predictors obtained from microarray measurements be extremely large, there can also be multiple response variables. Motivated by such a situation, we consider semiparametric dimension reduction…

Methodology · Statistics 2013-09-25 Heng Lian , Shujie Ma

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support…

Statistics Theory · Mathematics 2012-03-14 Bing Li , Andreas Artemiou , Lexin Li

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

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

Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior for which the iid assumption must be…

Economics · Quantitative Finance 2016-07-08 Somwrita Sarkar , Sanjay Chawla

Dimensionality reduction is a topic of recent interest. In this paper, we present the classification constrained dimensionality reduction (CCDR) algorithm to account for label information. The algorithm can account for multiple classes as…

Machine Learning · Statistics 2009-09-29 Raviv Raich , Jose A. Costa , Steven B. Damelin , Alfred O. Hero

In this paper, the existing Scheduling Dimension Reduction (SDR) methods for Linear Parameter-Varying (LPV) models are reviewed and a Deep Neural Network (DNN) approach is developed that achieves higher model accuracy under scheduling…

Systems and Control · Electrical Eng. & Systems 2020-12-10 P. J. W. Koelewijn , R. Tóth

Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

The goal of supervised representation learning is to construct effective data representations for prediction. Among all the characteristics of an ideal nonparametric representation of high-dimensional complex data, sufficiency, low…

Machine Learning · Computer Science 2022-09-02 Jian Huang , Yuling Jiao , Xu Liao , Jin Liu , Zhou Yu

Sufficient dimension reduction (SDR) provides a framework for reducing the predictor space dimension in regression problems. We consider SDR in the context of deterministic functions of several variables such as those arising in computer…

Numerical Analysis · Mathematics 2017-10-09 Andrew Glaws , Paul G. Constantine

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…

Machine Learning · Statistics 2013-11-07 Stoyan Georgiev , Sayan Mukherjee

Interval-valued data receives much attention due to its wide applications in the fields of finance, econometrics, meteorology and medicine. However, most regression models developed for interval-valued data assume observations are mutually…

Applications · Statistics 2022-10-31 Tingting Huang

In our work, we propose a novel formulation for supervised dimensionality reduction based on a nonlinear dependency criterion called Statistical Distance Correlation, Szekely et. al. (2007). We propose an objective which is free of…

Machine Learning · Computer Science 2016-01-05 Praneeth Vepakomma , Chetan Tonde , Ahmed Elgammal

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

In the regression setting, dimension reduction allows for complicated regression structures to be detected via visualization in a low-dimension framework. However, some popular dimension reduction methodologies fail to achieve this aim when…

Methodology · Statistics 2014-03-26 Luke A. Prendergast , Alexandra L. Garnham

This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component analysis (FPCA) and functional partial least squares…

Methodology · Statistics 2024-10-28 Ufuk Beyaztas , Abhijit Mandal , Han Lin Shang

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

This paper investigates the connection between neural networks and sufficient dimension reduction (SDR), demonstrating that neural networks inherently perform SDR in regression tasks under appropriate rank regularizations. Specifically, the…

Machine Learning · Statistics 2024-12-30 Shuntuo Xu , Zhou Yu
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