orthoDr
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'.
- A feasible method for optimization with orthogonality constraints
- A parsimonious personalized dose-finding model via dimension reduction
- A Semiparametric Approach to Dimension Reduction
- Counting process-based dimension reduction methods for censored outcomes
- Dimension Reduction and Semiparametric Estimation of Survival Models
- Efficient estimation in sufficient dimension reduction
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
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