We give a probabilistic analysis of a phenomenon in statistics which, until recently, has not
received a convincing explanation. This phenomenon is that the leading principal …

In this work we propose the use of mutual information to measure the predictive potential of
principal components in regression. We show that this criterion produces the same results …

In this short note, recent results on the predictive power of kernel principal component in a
regression setting are extended in two ways:(1) in the model-free setting, we relax a …

Researcher and analyst are often interested in estimating the effect of an intervention or
treatment, which takes place at the aggregate level and affect one single unit, such as …

This thesis has two themes:(1) the predictive potential of principal components in regression,
and (2) methodological developments in sufficient dimension reduction. For the first theme …

Forecasting, especially high‐dimensional forecasting, is becoming more and more sought
after, particularly as computing resources increase in both size and speed. Flow field …