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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

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

This is a tutorial and survey paper on various methods for Sufficient Dimension Reduction (SDR). We cover these methods with both statistical high-dimensional regression perspective and machine learning approach for dimensionality…

Methodology · Statistics 2021-10-20 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

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

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

We explore two primary classes of approaches to dimensionality reduction (DR): Independent Dimensionality Reduction (IDR) and Simultaneous Dimensionality Reduction (SDR). In IDR methods, of which Principal Components Analysis is a…

Machine Learning · Statistics 2024-10-28 Eslam Abdelaleem , Ahmed Roman , K. Michael Martini , Ilya Nemenman

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

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

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

Sufficient dimension reduction (SDR) is an effective tool for regression models, offering a viable approach to address and analyze the nonlinear nature of regression problems. This paper introduces the itdr R package, a comprehensive and…

Methodology · Statistics 2023-07-18 Tharindu P. De Alwis , S. Yaser Samadi , Jiaying Weng

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

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

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

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 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

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

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…

Machine Learning · Statistics 2024-02-28 Xinyu Li , Jianjun Xu , Wenquan Cui , Haoyang Cheng

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

Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function. It operates under the assumption that the predictors can be replaced…

Methodology · Statistics 2021-02-18 Lukas Fertl , Efstathia Bura

Sufficient dimension reduction (SDR) methods aim to identify a dimension reduction subspace (DRS) that preserves all the information about the conditional distribution of a response given its predictor. Traditional SDR methods determine the…

Methodology · Statistics 2025-11-26 Derik T. Boonstra , Rakheon Kim , Dean M. Young
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