Overlapping Sliced Inverse Regression for Dimension Reduction

06/23/2018
by   Ning Zhang, et al.
0

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algorithm, called overlapping sliced inverse regression (OSIR), is able to estimate the effective dimension reduction space and determine the number of effective factors more accurately. We show that such overlapping procedure has the potential to identify the information contained in the derivatives of the inverse regression curve, which helps to explain the superiority of OSIR. We also prove that OSIR algorithm is √(n) -consistent and verify its effectiveness by simulations and real applications.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/24/2019

On expectile-assisted inverse regression estimation for sufficient dimension reduction

Moment-based sufficient dimension reduction methods such as sliced inver...
research
07/30/2021

Tail inverse regression for dimension reduction with extreme response

We consider the problem of dimensionality reduction for prediction of a ...
research
03/12/2015

Functional Inverse Regression in an Enlarged Dimension Reduction Space

We consider an enlarged dimension reduction space in functional inverse ...
research
12/17/2021

Dimension reduction, exact recovery, and error estimates for sparse reconstruction in phase space

An important theme in modern inverse problems is the reconstruction of t...
research
08/22/2023

Generalized dimension reduction approach for heterogeneous networked systems with time-delay

Networks of interconnected agents are essential to study complex network...
research
09/30/2020

A Simple Approach to Online Sparse Sliced Inverse Regression

Sliced inverse regression is an efficient approach to estimate the centr...
research
04/25/2022

A Time-Triggered Dimension Reduction Algorithm for the Task Assignment Problem

The task assignment problem is fundamental in combinatorial optimisation...

Please sign up or login with your details

Forgot password? Click here to reset