Fused Inverse Regression with Multi-Dimensional Responses

Youyoung Cho, Hyoseon Han, Jae Keun Yoo

Research output: Contribution to journalArticlepeer-review

Abstract

A regression with multi-dimensional responses is quite common nowadays in the so-called big data era. In such regression, to relieve the curse of dimension due to high-dimension of responses, the dimension reduction of predictors is essential in analysis. Sufficient dimension reduction provides effective tools for the reduction, but there are few sufficient dimension reduction methodologies for multivariate regression. To fill this gap, we newly propose two fused slice-based inverse regression methods. The proposed approaches are robust to the numbers of clusters or slices and improve the estimation results over existing methods by fusing many kernel matrices. Numerical studies are presented and are compared with existing methods. Real data analysis confirms practical usefulness of the proposed methods.

Original languageEnglish
Pages (from-to)267-279
Number of pages13
JournalCommunications for Statistical Applications and Methods
Volume28
Issue number3
DOIs
StatePublished - 2021

Keywords

  • central subspace
  • fused sliced inverse regression
  • multivariate regression
  • pooled approach
  • sufficient dimension reduction

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