Online sufficient dimension reduction through sliced inverse regression

zbMATH Open1475.68263MaRDI QIDQ4969042FDOQ4969042

Authors: Zhanrui Cai, Runze Li, Li-Ping Zhu 

Publication date: 5 October 2020

Full work available at URL: https://jmlr.csail.mit.edu/papers/v21/18-567.html

Recommendations

• Online learning for supervised dimension reduction
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zbMATH Keywords

dimension reductionsliced inverse regressionsingular value decompositiononline learningperturbationgradient descent

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Online algorithms; streaming algorithms (68W27)

Cites Work

• Sliced Inverse Regression for Dimension Reduction
• Comment
• Stochastic approximation methods for constrained and unconstrained systems
• An Adaptive Estimation of Dimension Reduction Space
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• Online learning for matrix factorization and sparse coding
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• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
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• On principal components and regression: a statistical explanation of a natural phenomenon
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• A Review on Dimension Reduction
• A sliced inverse regression approach for data stream
• Title not available (Why is that?)
• Online PCA with optimal regret
• Online Principal Components Analysis
• On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method

Cited In (8)

• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• Online sparse sliced inverse regression for high-dimensional streaming data
• Computational Outlier Detection Methods in Sliced Inverse Regression
• Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
• Advanced topics in sliced inverse regression
• Network Functional Varying Coefficient Model
• A review of recent advances in surrogate models for uncertainty quantification of high-dimensional engineering applications
• Distributed mean dimension reduction through semi-parametric approaches

Uses Software

• e1071

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