Online sufficient dimension reduction through sliced inverse regression

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

dimension reduction sliced inverse regression singular value decomposition online learning perturbation gradient 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)

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Cites work

scientific article; zbMATH DE number 3642533 (Why is no real title available?)
scientific article; zbMATH DE number 1220060 (Why is no real title available?)
scientific article; zbMATH DE number 3239038 (Why is no real title available?)
A review on dimension reduction
A semiparametric approach to dimension reduction
A sliced inverse regression approach for data stream
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Comment
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Dimension reduction in regressions through cumulative slicing estimation
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On Directional Regression for Dimension Reduction
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On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
Online Learning as Stochastic Approximation of Regularization Paths: Optimality and Almost-Sure Convergence
Online PCA with optimal regret
Online learning for matrix factorization and sparse coding
Online principal components analysis
Quasi-Martingales
Randomized online PCA algorithms with regret bounds that are logarithmic in the dimension
Sliced Inverse Regression for Dimension Reduction
Stochastic approximation methods for constrained and unconstrained systems
Sufficient dimension reduction: methods and applications with R
Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(10)

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

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