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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

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

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

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

We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…

Optimization and Control · Mathematics 2025-01-17 Coralia Cartis , Zhen Shao , Edward Tansley

Sufficient dimension reduction is widely applied to help model building between the response $Y$ and covariate $X$. While the target of interest is the relationship between $(Y,X)$, in some applications we also collect additional variable…

Methodology · Statistics 2014-10-15 Hung Hung , Chih-Yen Liu , Henry Horng-Shing Lu

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

This paper addresses the problem of mapping high-dimensional data to a low-dimensional space, in the presence of other known features. This problem is ubiquitous in science and engineering as there are often controllable/measurable features…

Machine Learning · Statistics 2024-01-01 Anh Tuan Bui

Manifold learning is used for dimensionality reduction, with the goal of finding a projection subspace to increase and decrease the inter- and intraclass variances, respectively. However, a bottleneck for subspace learning methods often…

Machine Learning · Computer Science 2021-05-26 Parisa Abdolrahim Poorheravi , Vincent Gaudet

An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…

Numerical Analysis · Mathematics 2024-03-14 Martin Holler , Alexander Schlüter , Benedikt Wirth

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

Dimensionality reduction (DR) methods have been commonly used as a principled way to understand the high-dimensional data such as facial images. In this paper, we propose a new supervised DR method called Optimized Projection for Sparse…

Computer Vision and Pattern Recognition · Computer Science 2015-02-03 Can-Yi Lu , De-Shuang Huang

Modeling data as being sampled from a union of independent subspaces has been widely applied to a number of real world applications. However, dimensionality reduction approaches that theoretically preserve this independence assumption have…

Machine Learning · Computer Science 2016-04-08 Devansh Arpit , Ifeoma Nwogu , Venu Govindaraju

We reformulate unsupervised dimension reduction problem (UDR) in the language of tempered distributions, i.e. as a problem of approximating an empirical probability density function by another tempered distribution, supported in a…

Statistics Theory · Mathematics 2022-11-08 Rustem Takhanov

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

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan

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

The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

This paper discusses the critical decision process of extracting or selecting the features in a supervised learning context. It is often confusing to find a suitable method to reduce dimensionality. There are pros and cons to deciding…

Machine Learning · Computer Science 2022-06-22 Jean-Sébastien Dessureault , Daniel Massicotte