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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-$n$…

统计方法学 · 统计学 2017-03-22 Hung Hung , Su-Yun Huang

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…

统计方法学 · 统计学 2021-10-20 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Sufficient dimension reduction (SDR), which seeks a lower-dimensional subspace of the predictors containing regression or classification information has been popular in a machine learning community. In this work, we present a new R software…

统计计算 · 统计学 2024-09-06 Jungmin Shin , Seung Jun Shin , Andreas Artemiou

This paper presents a unified framework for sufficient dimension reduction (SDR) that generalizes several existing SDR techniques and offers new insights into the connection between inverse conditional moment independence and dimension…

统计方法学 · 统计学 2026-05-11 Jicai Liu , Yu Zhang , Jinhong Li

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…

统计方法学 · 统计学 2024-10-15 Linh H. Nghiem , F. K. C. Hui

With the rapid development of data collection techniques, complex data objects that are not in the Euclidean space are frequently encountered in new statistical applications. Fr\'echet regression model (Peterson & M\"uller 2019) provides a…

统计方法学 · 统计学 2022-12-08 Qi Zhang , Lingzhou Xue , Bing Li

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…

机器学习 · 统计学 2024-10-28 Eslam Abdelaleem , Ahmed Roman , K. Michael Martini , Ilya Nemenman

Dimension reduction techniques, such as Sufficient Dimension Reduction (SDR), are indispensable for analyzing high-dimensional datasets. This paper introduces a novel SDR method named Principal Square Response Forward Regression (PSRFR) for…

统计方法学 · 统计学 2024-09-05 Zheng Li , Yunhao Wang , Wei Gao , Hon Keung Tony Ng

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…

统计方法学 · 统计学 2023-04-14 Qing Mai , Xiaofeng Shao , Runmin Wang , Xin Zhang

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…

统计方法学 · 统计学 2025-02-06 Liliana Forzani , Rodrigo García Arancibia , Antonella Gieco , Pamela Llop , Anne Yao

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…

机器学习 · 统计学 2024-02-28 Xinyu Li , Jianjun Xu , 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…

统计方法学 · 统计学 2022-02-03 Yuexiao Dong , Abdul-Nasah Soale , Michael D. Power

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…

机器学习 · 统计学 2024-05-31 Seungbeom Hong , Ilmun Kim , Jun Song

We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $\rho= \lim p/n$…

统计理论 · 数学 2016-11-22 Qian Lin , Zhigen Zhao , Jun S. Liu

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…

数值分析 · 数学 2018-08-10 Andrew Glaws , Paul G. Constantine , R. Dennis Cook

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…

统计方法学 · 统计学 2025-11-26 Derik T. Boonstra , Rakheon Kim , Dean M. Young

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…

数值分析 · 数学 2018-12-12 Andrew T. Glaws , Paul G. Constantine , R. Dennis Cook

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…

统计方法学 · 统计学 2024-07-24 Yin Jin , Wei Luo

Dimensionality reduction has always been one of the most significant and challenging problems in the analysis of high-dimensional data. In the context of time series analysis, our focus is on the estimation and inference of conditional mean…

统计方法学 · 统计学 2023-12-05 S. Yaser Samadi , Tharindu P. De Alwis

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…

统计理论 · 数学 2009-08-14 Kenji Fukumizu , Francis R. Bach , Michael I. Jordan
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