Groupwise Dimension Reduction via Envelope Method
通过包络方法进行分组降维
The family of sufficient dimension reduction (SDR) methods that produce informative combinations of predictors, or indices, are particularly useful for high dimensional regression analysis. In many such analyses, it becomes increasingly common that there is available a priori subject knowledge of the predictors; e.g., they belong to different groups. While many recent SDR proposals have greatly expanded the scope of the methods' applicability, how to effectively incorporate…