Sufficient dimension reduction constrained through sub-populations

DOI10.1016/j.csda.2017.02.008zbMath1464.62017OpenAlexW2588503446MaRDI QIDQ1654239

Elias Al-Najjar, Kofi P. Adragni

Publication date: 7 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.02.008

zbMATH Keywords

dimension reductionprincipal componentsprincipal fitted componentspartial reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Uses Software

• Matlab
• R
• glasso
• Manopt
• sg_min
• GrassmannOptim

Cites Work

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• Sparse inverse covariance estimation with the graphical lasso
• Fisher lecture: Dimension reduction in regression
• Principal fitted components for dimension reduction in regression
• Dimension reduction for the conditional mean in regressions with categorical predictors
• Manopt, a Matlab toolbox for optimization on manifolds
• Sufficient dimension reduction and prediction in regression
• MATLAB Primer
• On Directional Regression for Dimension Reduction
• Sliced Inverse Regression for Dimension Reduction
• The Geometry of Algorithms with Orthogonality Constraints
• Independent screening in high-dimensional exponential family predictors’ space
• Sufficient Dimension Reduction in Regressions Across Heterogeneous Subpopulations