A convex formulation for high-dimensional sparse sliced inverse regression

DOI10.1093/BIOMET/ASY049zbMath1506.62285arXiv1809.06024OpenAlexW2890650358MaRDI QIDQ4562727

Kean Ming Tan, Han Liu, Zhaoran Wang, Tong Zhang, R. Dennis Cook

Publication date: 18 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06024

zbMATH Keywords

convex optimizationdimension reductionnonparametric regressionprincipal fitted component

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Convex programming (90C25)

Related Items (11)

A selective overview of sparse sufficient dimension reduction ⋮ Sparse Sliced Inverse Regression via Cholesky Matrix Penalization ⋮ Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data ⋮ Model averaging assisted sufficient dimension reduction ⋮ Sparse SIR: optimal rates and adaptive estimation ⋮ An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions ⋮ An Outer-Product-of-Gradient Approach to Dimension Reduction and its Application to Classification in High Dimensional Space ⋮ Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction ⋮ Likelihood-based surrogate dimension reduction ⋮ Bayesian inverse regression for supervised dimension reduction with small datasets ⋮ Dimension reduction for block-missing data based on sparse sliced inverse regression

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