orthoDr (Q40224)
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Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | orthoDr |
Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization |
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expanded from: GPL (≥ 2) (English)
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Ruilin Zhao
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Jiyang Zhang
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Wenzhuo Zhou
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Peng Xu
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13 March 2024
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Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) <doi:10.1007/s10107-012-0584-1> to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) <doi:10.1080/01621459.2011.646925>, Ma & Zhu (2013) <doi:10.1214/12-AOS1072>, Sun, Zhu, Wang & Zeng (2019) <doi:10.1093/biomet/asy064> and Zhou, Zhu & Zeng (2021) <doi:10.1093/biomet/asaa087>. The package also implements some existing dimension reduction methods such as hMave by Xia, Zhang, & Xu (2010) <doi:10.1198/jasa.2009.tm09372> and partial SAVE by Feng, Wen & Zhu (2013) <doi:10.1080/01621459.2012.746065>. It also serves as a general purpose optimization solver for problems with orthogonality constraints, i.e., in Stiefel manifold. Parallel computing for approximating the gradient is enabled through 'OpenMP'.
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