Sparse kernel sufficient dimension reduction
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Cites work
- A convex formulation for high-dimensional sparse sliced inverse regression
- Alternating direction method of multipliers for sparse principal component analysis
- Comment
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Dimension Reduction for Fréchet Regression
- Fréchet sufficient dimension reduction for random objects
- Inverse moment methods for sufficient forecasting using high-dimensional predictors
- Joint Measures and Cross-Covariance Operators
- Kernel dimension reduction in regression
- Nearly unbiased variable selection under minimax concave penalty
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- Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
- On consistency and sparsity for sliced inverse regression in high dimensions
- On Directional Regression for Dimension Reduction
- Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Signed support recovery for single index models in high-dimensions
- Sliced Inverse Regression for Dimension Reduction
- Sparse estimation of conditional graphical models with application to gene networks
- Sparse kernel regression with coefficient-based \(\ell_q\)-regularization
- Sparse SIR: optimal rates and adaptive estimation
- Sparse sliced inverse regression via Lasso
- Sparse sufficient dimension reduction
- Strong oracle optimality of folded concave penalized estimation
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Sufficient forecasting using factor models
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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