Sufficient dimension reduction and prediction in regression

DOI10.1098/RSTA.2009.0110zbMATH Open1185.62109OpenAlexW2022215192WikidataQ51787299 ScholiaQ51787299MaRDI QIDQ3559952FDOQ3559952

Authors: Kofi P. Adragni, R. Dennis Cook 

Publication date: 8 May 2010

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.517.789

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zbMATH Keywords

lassoprincipal componentspartial least squaresprincipal fitted componentsprincipal component regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Cites Work

• Sliced Inverse Regression with Regularizations
• Dimension reduction in regression without matrix inversion
• On Directional Regression for Dimension Reduction
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Kernel dimension reduction in regression
• Fisher lecture: Dimension reduction in regression
• Likelihood-based sufficient dimension reduction
• Sufficient Dimension Reduction via Inverse Regression
• Sparse sufficient dimension reduction
• Partial Least Squares Estimator for Single-Index Models
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression

Cited In (76)

• Calibrating sufficiently
• Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective
• Sufficient dimension reduction for a novel class of zero-inflated graphical models
• Variable selection using data splitting and projection for principal fitted component models in high dimension
• Mining the factor zoo: estimation of latent factor models with sufficient proxies
• Level Set Learning with Pseudoreversible Neural Networks for Nonlinear Dimension Reduction in Function Approximation
• Detecting clusters in multivariate response regression
• Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units
• Nonlinear level set learning for function approximation on sparse data with applications to parametric differential equations
• A high-dimensional single-index regression for interactions between treatment and covariates
• Partial least squares for simultaneous reduction of response and predictor vectors in regression
• Covariance-based low-dimensional registration for function-on-function regression
• Pruning a sufficient dimension reduction with a \(p\)-value guided hard-thresholding
• Predictive power of principal components for single-index model and sufficient dimension reduction
• Sufficient dimension reduction and prediction through cumulative slicing PFC
• High-dimensional regression with Gaussian mixtures and partially-latent response variables
• Dimension reduction via Gaussian ridge functions
• Flexible dimension reduction in regression
• Partial inverse regression
• Estimating multi-index models with response-conditional least squares
• Groupwise dimension reduction
• Dimensionality reduction approach to multivariate prediction
• Dimensionality reduction approach to multivariate prediction
• Sufficient dimension folding in regression via distance covariance for matrix‐valued predictors
• Dealing with big data: comparing dimension reduction and shrinkage regression methods
• Rejoinder: Fisher lecture: Dimension reduction in regression
• A sequential test for variable selection in high dimensional complex data
• Estimating covariance and precision matrices along subspaces
• Supervised dimension reduction for ordinal predictors
• A review on dimension reduction
• Lurking variable detection via dimensional analysis
• Data-driven polynomial ridge approximation using variable projection
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• Sufficient dimension reduction through informative predictor subspace
• Gradient-based dimension reduction of multivariate vector-valued functions
• Conditional variance estimator for sufficient dimension reduction
• Title not available (Why is that?)
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
• Targeted principal components regression
• Projection expectile regression for sufficient dimension reduction
• On dimension folding of matrix- or array-valued statistical objects
• Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments
• Gauss-Christoffel quadrature for inverse regression: applications to computer experiments
• Title not available (Why is that?)
• Group-wise sufficient dimension reduction with principal fitted components
• Sufficient dimension reduction constrained through sub-populations
• Sufficient dimension reduction and prediction in regression: asymptotic results
• Prediction of multivariate responses with a selected number of principal components
• Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests
• Generalized Tensor Decomposition With Features on Multiple Modes
• Sufficient dimension reduction in regressions through cumulative Hessian directions
• Sufficient Dimension Reduction With Missing Predictors
• Diagnostic studies in sufficient dimension reduction
• Exploiting predictor domain information in sufficient dimension reduction
• Dimension folding PCA and PFC for matrix-valued predictors
• A case study: influence of dimension reduction on regression trees-based algorithms -- predicting aeronautics loads of a derivative aircraft
• Sufficient dimension reduction in the presence of controlling variables
• The ensemble conditional variance estimator for sufficient dimension reduction
• A slice of multivariate dimension reduction
• Nonlinear multi-output regression on unknown input manifold
• Prediction by Supervised Principal Components
• Dimension reduction in regression without matrix inversion
• Single-index importance sampling with stratification
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• Dimensionality Reduction, Regularization, and Generalization in Overparameterized Regressions
• Independent screening in high-dimensional exponential family predictors’ space
• Graph-Assisted Inverse Regression for Count Data and Its Application to Sequencing Data
• A simple measure of conditional dependence
• Fisher lecture: Dimension reduction in regression
• Transformed sufficient dimension reduction
• Inverse regression approach to robust nonlinear high-to-low dimensional mapping
• Dimensionality reduction by feature clustering for regression problems
• Conditionally specified models and dimension reduction in the exponential families
• On weighted multivariate sign functions
• Dimension reduction for nonelliptically distributed predictors
• Principal fitted components for dimension reduction in regression

Uses Software

• KernSmooth

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