scholarly journals MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection

2021 ◽  
Vol 155 ◽  
pp. 107089
Author(s):  
Runxiong Wu ◽  
Xin Chen
Keyword(s):  
Variable Selection ◽  
Dimension Reduction ◽  
Sufficient Dimension Reduction ◽  
Distance Covariance

scholarly journals Coordinate-independent sparse sufficient dimension reduction and variable selection

2010 ◽  
Vol 38 (6) ◽  
pp. 3696-3723 ◽  
Author(s):  
Xin Chen ◽  
Changliang Zou ◽  
R. Dennis Cook
Keyword(s):  
Variable Selection ◽  
Dimension Reduction ◽  
Sufficient Dimension Reduction

scholarly journals Cumulative Median Estimation for Sufficient Dimension Reduction

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 138-145
Author(s):  
Stephen Babos ◽  
Andreas Artemiou
Keyword(s):  
Dimension Reduction ◽  
Real Data ◽  
Sufficient Dimension Reduction

In this paper, we present the Cumulative Median Estimation (CUMed) algorithm for robust sufficient dimension reduction. Compared with non-robust competitors, this algorithm performs better when there are outliers present in the data and comparably when outliers are not present. This is demonstrated in simulated and real data experiments.

Sign in / Sign up

Export Citation Format

Share Document