Contour regression: a general approach to dimension reduction
From MaRDI portal
Publication:2583413
Abstract: We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the regression and can be extracted according to two measures of variation in the response, leading to simple and general contour regression (SCR and GCR) methodology. In comparison with existing sufficient dimension reduction techniques, this contour-based methodology guarantees exhaustive estimation of the central subspace under ellipticity of the predictor distribution and mild additional assumptions, while maintaining sqrtn-consistency and computational ease. Moreover, it proves robust to departures from ellipticity. We establish population properties for both SCR and GCR, and asymptotic properties for SCR. Simulations to compare performance with that of standard techniques such as ordinary least squares, sliced inverse regression, principal Hessian directions and sliced average variance estimation confirm the advantages anticipated by the theoretical analyses. We demonstrate the use of contour-based methods on a data set concerning soil evaporation.
Recommendations
Cites work
- scientific article; zbMATH DE number 3656939 (Why is no real title available?)
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- An Adaptive Estimation of Dimension Reduction Space
- Approximation Theorems of Mathematical Statistics
- Comment
- Consistent nonparametric regression. Discussion
- Dimension reduction for conditional mean in regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Local linear regression smoothers and their minimax efficiencies
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Regression analysis under link violation
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Sliced Inverse Regression for Dimension Reduction
- Slicing regression: A link-free regression method
- Structure adaptive approach for dimension reduction.
- Sufficient dimension reduction and graphics in regression
- Sufficient dimension reduction in regressions with categorical predictors
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
Cited in
(only showing first 100 items - show all)- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
- Sufficient dimension reduction in regressions through cumulative Hessian directions
- Dimension reduction estimation for probability density with data missing at random when covariables are present
- Efficient estimation in sufficient dimension reduction
- Sensitivity Prewarping for Local Surrogate Modeling
- Dimension reduction based linear surrogate variable approach for model free variable selection
- Using sliced inverse mean difference for sufficient dimension reduction
- A sparse eigen-decomposition estimation in semiparametric regression
- A constructive approach to the estimation of dimension reduction directions
- New forest-based approaches for sufficient dimension reduction
- Dimension Reduction for Fréchet Regression
- Central subspaces review: methods and applications
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Robust inverse regression for dimension reduction
- A study on imbalance support vector machine algorithms for sufficient dimension reduction
- Exploring central subspace via contour regression
- Dimension reduction based on weighted variance estimate
- Projection Pursuit Based on Gaussian Mixtures and Evolutionary Algorithms
- Missing data analysis with sufficient dimension reduction
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Quantile Martingale Difference Divergence for Dimension Reduction
- scientific article; zbMATH DE number 6860845 (Why is no real title available?)
- Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
- Dimension reduction based on constrained canonical correlation and variable filtering
- Minimum average deviance estimation for sufficient dimension reduction
- Iterative application of dimension reduction methods
- Fusing sufficient dimension reduction with neural networks
- Surrogate space based dimension reduction for nonignorable nonresponse
- Semiparametric mixtures of regressions with single-index for model based clustering
- On central matrix based methods in dimension reduction
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- A shrinkage estimation of central subspace in sufficient dimension reduction
- Dimension reduction with missing response at random
- Groupwise sufficient dimension reduction via conditional distance clustering
- Penalized principal logistic regression for sparse sufficient dimension reduction
- A minimum projected-distance test for parametric single-index Berkson models
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- On efficient dimension reduction with respect to a statistical functional of interest
- Sliced inverse regression for multivariate response regression
- Sufficient dimension reduction on marginal regression for gaps of recurrent events
- On principal Hessian directions for multivariate response regressions
- Dimension reduction in regressions through weighted variance estimation
- Pairwise directions estimation for multivariate response regression data
- Model-Based Microbiome Data Ordination: A Variational Approximation Approach
- Mixed effects envelope models
- Multiple-population shrinkage estimation via sliced inverse regression
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Direction estimation in single-index models via distance covariance
- Model averaging-based sufficient dimension reduction
- Determining the dimension of weighted inverse regression ensemble
- Functional contour regression
- General directional regression
- An adaptive estimation of MAVE
- Robust dimension reduction using sliced inverse median regression
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- Dimension reduction regressions with measurement errors subject to additive distortion
- Dimension reduction in survival regressions with censored data via an imputed spline approach
- Dimension reduction using the generalized gradient direction
- Using adaptively weighted large margin classifiers for robust sufficient dimension reduction
- Sufficient dimension reduction and prediction through cumulative slicing PFC
- The sliced inverse regression algorithm as a maximum likelihood procedure
- Contour projected dimension reduction
- Modified Active Subspaces Using the Average of Gradients
- A selective review of sufficient dimension reduction for multivariate response regression
- Sliced average variance estimation for tensor data
- Functional sufficient dimension reduction through average Fréchet derivatives
- Sufficient dimension reduction via principal L\(q\) support vector machine
- Estimating multi-index models with response-conditional least squares
- Simultaneous estimation for semi-parametric multi-index models
- Nonlinear surface regression with dimension reduction method
- A goodness-of-fit test for variable-adjusted models
- An integral transform method for estimating the central mean and central subspaces
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- Gradient-based kernel dimension reduction for regression
- Diagnostic procedures for spherically symmetric distributions
- Principal support vector machines for linear and nonlinear sufficient dimension reduction
- Dimension reduction for functional data based on weak conditional moments
- Penalized Weighted Variance Estimate for Dimension Reduction
- A unified approach to sufficient dimension reduction
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Sufficient dimension reduction via distance covariance with multivariate responses
- On principal graphical models with application to gene network
- A post-screening diagnostic study for ultrahigh dimensional data
- Improving dimension reduction via contour-projection
- Dimension reduction based on conditional multiple index density function
- Transformation-based estimation
- A robust proposal of estimation for the sufficient dimension reduction problem
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Principal minimax support vector machine for sufficient dimension reduction with contaminated data
- Sufficient dimension folding via tensor inverse regression
- A multi-index model for quantile regression with ordinal data
- Quantile-slicing estimation for dimension reduction in regression
- Adaptive slicing for functional slice inverse regression
- Supervised dimension reduction for ordinal predictors
- Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Fourier transform approach for inverse dimension reduction method
This page was built for publication: Contour regression: a general approach to dimension reduction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2583413)
