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Second-Order Sparse Sufficient Dimension Reduction with Applications to Quadratic Discriminant Analysis

二阶稀疏充分降维及其在二次判别分析中的应用

Motivated by exploratory data analysis, sufficient dimension reduction (SDR) methods, especially inverse regression methods such as sliced inverse regression (SIR) and sliced averaged variance estimation (SAVE), have been central to multivariate analysis for more than three decades. Despite their popularity, the extension of these methods to high-dimensional settings remains challenging. This paper addresses the computational and theoretical limitations of the less explored…

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Robust Sliced Inverse Regression: Optimal Estimation for Heavy-Tailed Data in High Dimensions

稳健切片逆回归:高维重尾数据的最优估计

Sliced inverse regression (SIR) is a flexible modeling tool that effectively reduces dimensions to reveal the complicated mechanism behind data. In recent years, SIR has been generalized to high dimensions in a variety of ways. However, all existing methods rely on the light-tailed assumption for predictors, which is frequently violated in real life. To tackle ubiquitous heavy-tailed data, we propose a novel robust SIR method, referred to as ROSE, that scales well with high…

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Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction

充分降维中兼具自动维数与变量选择的子空间估计

Sufficient dimension reduction (SDR) methods target finding lower-dimensional representations of a multivariate predictor to preserve all the information about the conditional distribution of the response given the predictor. The reduction is commonly achieved by projecting the predictor onto a low-dimensional subspace. The smallest such subspace is known as the Central Subspace (CS) and is the key parameter of interest for most SDR methods. In this article, we propose a…

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Generalized Liquid Association Analysis for Multimodal Data Integration

用于多模态数据整合的广义液态关联分析

Multimodal data are now prevailing in scientific research. One of the central questions in multimodal integrative analysis is to understand how two data modalities associate and interact with each other given another modality or demographic variables. The problem can be formulated as studying the associations among three sets of random variables, a question that has received relatively less attention in the literature. In this article, we propose a novel generalized liquid…

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