相关论文: Sliced Inverse Regression for the inference of ste…

Our aim is to evaluate fundamental parameters from the analysis of the electromagnetic spectra of stars. We may use $10^3$-$10^5$ spectra; each spectrum being a vector with $10^2$-$10^4$ coordinates. We thus face the so-called "curse of…

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of…

Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent…

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose…

This paper introduces a popular dimension reduction method, sliced inverse regression (SIR), into multivariate statistical process monitoring. Provides an extension of SIR for the single-index model by adopting the idea from partial least…

Sliced inverse regression (SIR) is a popular sufficient dimension reduction method that identifies a few linear transformations of the covariates without losing regression information with the response. In high-dimensional settings, SIR can…

We present a method for deriving stellar fundamental parameters. It is based on a regularized sliced inverse regression (RSIR). We first tested it on noisy synthetic spectra of A, F, G, and K-type stars, and inverted simultaneously their…

For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…

This article concerns the dimension reduction in regression for large data set. We introduce a new method based on the sliced inverse regression approach, called cluster-based regularized sliced inverse regression. Our method not only keeps…

Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

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…

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Compressive-sensing-based uncertainty quantification methods have become a pow- erful tool for problems with limited data. In this work, we use the sliced inverse regression (SIR) method to provide an initial guess for the alternating…

Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and methods of high-dimensional SIR, two remaining challenges…

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Sliced inverse regression (SIR) is the most widely-used sufficient dimension reduction method due to its simplicity, generality and computational efficiency. However, when the distribution of the covariates deviates from the multivariate…

We propose a new method for dimension reduction in regression using the first two inverse moments. We develop corresponding weighted chi-squared tests for the dimension of the regression. The proposed method considers linear combinations of…

A new dimension reduction method based on Gaussian finite mixtures is proposed as an extension to sliced inverse regression (SIR). The model-based SIR (MSIR) approach allows the main limitation of SIR to be overcome, i.e., failure in the…

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…