arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0908.1854math.STstat.TH
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回归核降维

Kernel dimension reduction in regression

Kenji Fukumizu, Francis R. Bach, Michael I. Jordan

摘要:

提出了一种新的充分降维方法。我们的方法直接从SDR的公式中推导出协变量$X$与响应$Y$的条件独立性,给定$X$在中心子空间上的投影[cf. J. Amer. Statistist. Assoc.86(1991)316- 342和Regression Graphics(1998)Wiley]。我们表明,这种条件独立断言可以在再生核希尔伯特空间的条件协方差算子的特点,我们展示了这种特性如何导致中央子空间的$M$估计。由此产生的估计是一致的弱条件下,特别是,我们不必施加线性或椭圆性条件的SDR方法通常调用的种类。我们还提出了实证结果表明,新的方法在实践中是有竞争力的。

英文摘要:

We present a new methodology for sufficient dimension reduction (SDR). Our methodology derives directly from the formulation of SDR in terms of the conditional independence of the covariate $X$ from the response $Y$, given the projection of $X$ on the central subspace [cf. J. Amer. Statist. Assoc. 86 (1991) 316--342 and Regression Graphics (1998) Wiley]. We show that this conditional independence assertion can be characterized in terms of conditional covariance operators on reproducing kernel Hilbert spaces and we show how this characterization leads to an $M$-estimator for the central subspace. The resulting estimator is shown to be consistent under weak conditions; in particular, we do not have to impose linearity or ellipticity conditions of the kinds that are generally invoked for SDR methods. We also present empirical results showing that the new methodology is competitive in practice.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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