Overlapping sliced inverse regression for dimension reduction

DOI10.1142/S0219530519400013MaRDI QIDQ5236744zbMATH OpenOpenAlexWikidataFDO

Authors Ning Zhang, Zhou Yu, Qiang Wu

Publication date 10 October 2019

Published in Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.08911

zbMATH Keywords

BICdifferencedimension reductionoverlappingsliced inverse regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12)

Abstract: Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algorithm, called overlapping sliced inverse regression (OSIR), is able to estimate the effective dimension reduction space and determine the number of effective factors more accurately. We show that such overlapping procedure has the potential to identify the information contained in the derivatives of the inverse regression curve, which helps to explain the superiority of OSIR. We also prove that OSIR algorithm is $sqrtn$-consistent and verify its effectiveness by simulations and real applications.

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Cited in

(6)

• Modeling interactive components by coordinate kernel polynomial models
• Using sliced mean variance-covariance inverse regression for classification and dimension reduction
• Online learning for supervised dimension reduction
• Tensor sliced inverse regression
• Variable screening in multivariate linear regression with high-dimensional covariates
• Iterative sliced inverse regression for segmentation of ultrasound and MR images

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