On sufficient dimension reduction via principal asymmetric least squares

充分条件保证全贝叶斯函数主成分分析中的正确后验分布

Sufficient conditions for proper posteriors in fully-Bayesian Functional PCA

本文研究全贝叶斯函数主成分分析中主成分作为无限维参数的充分条件，通过正交样条基底投影证明主成分正交性等价于样条系数正交性，并展示如何通过积分二阶导数惩罚诱导平滑参数，最终证明无需额外条件即可保证后验分布正确性。

Principal support vector machines for linear and nonlinear sufficient dimension reduction

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support vector machine to find the optimal hyperplanes that separate them. These optimal hyperplanes are then aligned by the principal components of their normal vectors. It is proved that the aligned normal vectors provide an unbiased, $\sqrt{n}$-consistent, and asymptotically normal estimator of the sufficient dimension reduction space. The method is then general…

Distributed estimation of principal support vector machines for sufficient dimension reduction

The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the computational burden of the principal support vector machines method constrains its use for massive data. To address this issue, we in this paper propose two distributed estimation algorithms for fast implementation when the sample size is large. Both the two distributed sufficient dimension reduction estimators enjoy the same statistical efficiency as mergi…

Sufficient Dimension Reduction for High-Dimensional Regression and Low-Dimensional Embedding: Tutorial and Survey

This is a tutorial and survey paper on various methods for Sufficient Dimension Reduction (SDR). We cover these methods with both statistical high-dimensional regression perspective and machine learning approach for dimensionality reduction. We start with introducing inverse regression methods including Sliced Inverse Regression (SIR), Sliced Average Variance Estimation (SAVE), contour regression, directional regression, Principal Fitted Components (PFC), Likelihood Acquired Direction (LAD), and graphical regression. Then, we introduce forward regression methods including Principal Hessian Dir…

Optimal Design Measures under Asymmetric Errors, with Application to Binary Design Points

We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed, taking due cognizance of the nonlinearity of the underlying information matrix in the design measure. This yields necessary and sufficient conditions that a D- or A-optimal design measure must satisfy. The results are then applied to find optimal design measures when the design points are binary. The issue of reducing the support size of the optimal design measu…

Complete classes of designs for nonlinear regression models and principal representations of moment spaces

In a recent paper Yang and Stufken [Ann. Statist. 40 (2012a) 1665-1685] gave sufficient conditions for complete classes of designs for nonlinear regression models. In this note we demonstrate that there is an alternative way to validate this result. Our main argument utilizes the fact that boundary points of moment spaces generated by Chebyshev systems possess unique representations.