Sufficient dimension reduction via random-partitions for the large-p-small-n problem

DOI10.1111/BIOM.12926MaRDI QIDQ5214469zbMATH OpenOpenAlexWikidataFDO

Authors Hung Hung, Suyun Huang

Publication date 7 February 2020

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.07246

zbMATH Keywords

distance correlation screeningrandom sketchingrandom-partitionrandomized algorithmsufficient dimension reductionsure screening property

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical aspects of big data and data science (62R07)

Abstract: Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$ problem we propose a new approach for SDR. Our method combines the following ideas for high dimensional data analysis: (1) Randomly partition the covariates into subsets and use distance correlation (DC) to construct a sketch of envelope subspace with low dimension. (2) Obtain a sketch of the CS by applying conventional SDR method within the constructed envelope subspace. (3) Repeat the above two steps for a few times and integrate these multiple sketches to form the final estimate of the CS. We name the proposed SDR procedure "integrated random-partition SDR (iRP-SDR)". Comparing with existing methods, iRP-SDR is less affected by the selection of tuning parameters. Moreover, the estimation procedure of iRP-SDR does not involve the determination of the structural dimension until at the last stage, which makes the method more robust in a high-dimensional setting. Asymptotic properties of iRP-SDR are also established. The advantageous performance of the proposed method is demonstrated via simulation studies and the EEG data analysis.

Recommendations

• Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
• High-dimensional sufficient dimension reduction through principal projections
• Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
• Estimating a sparse reduction for general regression in high dimensions
• Coordinate-independent sparse sufficient dimension reduction and variable selection

Cited in

(8)

• A new inductive approach for counting dimension in large scale
• Fusing sufficient dimension reduction with neural networks
• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
• Sliced Inverse Regression in Metric Spaces
• Sequential sufficient dimension reduction for large \(p\), small \(n\) problems
• Variable selection using data splitting and projection for principal fitted component models in high dimension
• Data-adaptive binary classifiers in high dimensions using random partitioning
• Optimal Sparse Sliced Inverse Regression via Random Projection

This page was built for publication: Sufficient dimension reduction via random-partitions for the large-\(p\)-small-\(n\) problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5214469)