A review on dimension reduction

Y Ma, L Zhu - International Statistical Review, 2013 - Wiley Online Library
Summarizing the effect of many covariates through a few linear combinations is an effective
way of reducing covariate dimension and is the backbone of (sufficient) dimension …

[图书][B] Sufficient dimension reduction: Methods and applications with R

B Li - 2018 - taylorfrancis.com
Sufficient dimension reduction is a rapidly developing research field that has wide
applications in regression diagnostics, data visualization, machine learning, genomics …

On directional regression for dimension reduction

B Li, S Wang - Journal of the American Statistical Association, 2007 - Taylor & Francis
We introduce directional regression (DR) as a method for dimension reduction. Like contour
regression, DR is derived from empirical directions, but achieves higher accuracy and …

Sufficient dimension reduction via inverse regression: A minimum discrepancy approach

RD Cook, L Ni - Journal of the American Statistical Association, 2005 - Taylor & Francis
A family of dimension-reduction methods, the inverse regression (IR) family, is developed by
minimizing a quadratic objective function. An optimal member of this family, the inverse …

A semiparametric approach to dimension reduction

Y Ma, L Zhu - Journal of the American Statistical Association, 2012 - Taylor & Francis
We provide a novel and completely different approach to dimension-reduction problems
from the existing literature. We cast the dimension-reduction problem in a semiparametric …

[HTML][HTML] Successive direction extraction for estimating the central subspace in a multiple-index regression

X Yin, B Li, RD Cook - Journal of Multivariate Analysis, 2008 - Elsevier
In this paper we propose a dimension reduction method for estimating the directions in a
multiple-index regression based on information extraction. This extends the recent work of …

Dimension reduction in regressions through cumulative slicing estimation

LP Zhu, LX Zhu, ZH Feng - Journal of the American Statistical …, 2010 - Taylor & Francis
In this paper we offer a complete methodology of cumulative slicing estimation to sufficient
dimension reduction. In parallel to the classical slicing estimation, we develop three …

Likelihood-based sufficient dimension reduction

RD Cook, L Forzani - Journal of the American Statistical …, 2009 - Taylor & Francis
We obtain the maximum likelihood estimator of the central subspace under conditional
normality of the predictors given the response. Analytically and in simulations we found that …

Sufficient dimension reduction and prediction in regression

KP Adragni, RD Cook - Philosophical Transactions of the …, 2009 - royalsocietypublishing.org
Dimension reduction for regression is a prominent issue today because technological
advances now allow scientists to routinely formulate regressions in which the number of …

Sparse sufficient dimension reduction

L Li - Biometrika, 2007 - academic.oup.com
Existing sufficient dimension reduction methods suffer from the fact that each dimension
reduction component is a linear combination of all the original predictors, so that it is difficult …