Coordinate-independent sparse sufficient dimension reduction and variable selection

DOI10.1214/10-AOS826zbMath1204.62107arXiv1211.3215MaRDI QIDQ620565

Changliang Zou, R. Dennis Cook, Xin Chen

Publication date: 19 January 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3215

zbMATH Keywords

Grassmann manifoldsvariable selectionoracle propertysufficient dimension reductioncentral subspaceCISE

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

A selective overview of sparse sufficient dimension reduction, Sparse sufficient dimension reduction using optimal scoring, Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction, Dimension reduction via adaptive slicing, Dimension reduction based on conditional multiple index density function, A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications, Nonlinear surface regression with dimension reduction method, MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection, A sequential test for variable selection in high dimensional complex data, Model averaging assisted sufficient dimension reduction, Model-free variable selection for conditional mean in regression, On expectile-assisted inverse regression estimation for sufficient dimension reduction, On the conditional distributions of low-dimensional projections from high-dimensional data, Unnamed Item, Supervised dimension reduction for ordinal predictors, Estimation and variable selection in partial linear single index models with error-prone linear covariates, On the single-index model estimate of the conditional density function: consistency and implementation, Sparse SIR: optimal rates and adaptive estimation, Envelope-based sparse partial least squares, Sufficient dimension reduction for censored predictors, Variable-dependent partial dimension reduction, Partial linear single index models with distortion measurement errors, A Review of Envelope Models, High-dimensional local polynomial regression with variable selection and dimension reduction, [HDDA sparse subspace constrained partial least squares], Simultaneous estimation for semi-parametric multi-index models, Sufficient dimension folding via tensor inverse regression, A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold, On post dimension reduction statistical inference, Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction, Sparse dimension reduction based on energy and ball statistics, Envelopes and principal component regression, Estimating a sparse reduction for general regression in high dimensions, A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates, On the consistency of coordinate-independent sparse estimation with BIC, Minimax sparse principal subspace estimation in high dimensions, Semiparametric model average prediction in panel data analysis, Ranking the importance of variables in nonlinear system identification, Trace pursuit variable selection for multi-population data, The effect of data contamination in sliced inverse regression and finite sample breakdown point, An ensemble of inverse moment estimators for sufficient dimension reduction, Feature filter for estimating central mean subspace and its sparse solution, Bayesian model averaging sliced inverse regression, Pruning a sufficient dimension reduction with ap-value guided hard-thresholding, A distribution-based Lasso for a general single-index model, QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization, Sufficient dimension reduction in multivariate regressions with categorical predictors, Dimension reduction regressions with measurement errors subject to additive distortion, Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem, Some aspects of response variable selection and estimation in multivariate linear regression, Dimension reduction for block-missing data based on sparse sliced inverse regression, Fourier transform sparse inverse regression estimators for sufficient variable selection, Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension, Variable selection and estimation for semi-parametric multiple-index models, Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold, First-Order Algorithms for a Class of Fractional Optimization Problems, On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Fisher lecture: Dimension reduction in regression
• Principal fitted components for dimension reduction in regression
• Dimension reduction based on constrained canonical correlation and variable filtering
• Asymptotics for sliced average variance estimation
• Smooth nonlinear optimization of \(\mathbb R^n\)
• On minimization on Stiefel manifolds
• Dimension reduction for conditional mean in regression
• Sufficient dimension reduction in regressions with categorical predictors
• Testing predictor contributions in sufficient dimension reduction.
• Contour regression: a general approach to dimension reduction
• On Directional Regression for Dimension Reduction
• Principal Hessian Directions Revisited
• Sliced Inverse Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• The Geometry of Algorithms with Orthogonality Constraints
• On the Interpretation of Regression Plots
• Ideal spatial adaptation by wavelet shrinkage
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Dimension Reduction for the Conditionalkth Moment in Regression
• Regression Model Selection—A Residual Likelihood Approach
• On Consistency and Sparsity for Principal Components Analysis in High Dimensions
• Likelihood-Based Sufficient Dimension Reduction
• Model-Free Variable Selection
• A note on shrinkage sliced inverse regression
• Optimization algorithms exploiting unitary constraints
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Sparse sufficient dimension reduction