A convex formulation for high-dimensional sparse sliced inverse regression

DOI10.1093/biomet/asy049zbMath1506.62285arXiv1809.06024MaRDI QIDQ4562727

Tong Zhang, Han Liu, R. Dennis Cook, Zhaoran Wang, Kean Ming Tan

Publication date: 18 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06024

zbMATH Keywords

convex optimization; dimension reduction; nonparametric regression; principal fitted component

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H25: Factor analysis and principal components; correspondence analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

90C25: Convex programming