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…