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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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98195293390 · Jun 202019922001200920172026
48 results for Sufficient Dimension Reduction

PSMM method optimizes matrix sufficient dimension reduction.

problem Feature matrices with row- and column-wise interpretations require efficient dimension reduction.
method PSMM method converts matrix problem into classification problems using rank-1 normal matrix.
result PSMM outperforms existing methods and provides strong interpretability.

POTD estimates SDR subspace using optimal transport for binary response.

problem Insufficient performance of existing SDR methods for categorical responses.
method Principal optimal transport direction (POTD) using optimal transport coupling.
result POTD exclusively estimates SDR subspace for error-free class labels.

Enhances SDR via Hellinger correlation for better data dependency understanding.

problem Improving sufficient dimension reduction in single-index models.
method Developed a new method using Hellinger correlation for detecting the dimension reduction subspace.
result Significantly enhances and outperforms existing SDR methods through deeper data dependency understanding.

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing …

2011-03-25abs ↗pdf ↗

GenSDR tackles SDR by leveraging generative models to fully recover lower-dimensional structures.

problem Challenges in identifying low-dimensional sufficient structures in nonlinear SDR.
method Proposes GenSDR, a method that uses modern generative models to fully recover information in the central σ-field.
result Establishes consistency of GenSDR estimator for sample-level data and extends its applicability to non-Euclidean responses.

Two novel methods estimate multiple FDR directions for binary categorical responses.

problem Estimating multiple FDR directions for categorical responses.
method Information maximization and square loss mutual information.
result Statistical consistency of the proposed methods established.

New method for reducing dimensions of distributional data.

problem Nonlinear sufficient dimension reduction for distribution-on-distribution regression.
method Building universal kernels on metric spaces to characterize conditional independence.
result Method outperforms competing methods in synthetic and real data applications.

Modified relative universality for unbiasedness and consistency in dimension reduction.

problem Gap in proof of unbiasedness and Fisher consistency in relative universality.
method Modified definition of relative universality using ǫ-measurability.
result Established unbiasedness and Fisher consistency rigorously.

Reduces IB problem to a simpler, lower-dimensional problem.

problem Information bottleneck problem in high-dimensional spaces.
method Identifies sufficient statistic that factors conditional distribution, reducing IB to a lower-dimensional problem.
result Preserves full IB curve and optimal representations, making IB tractable.

Two methods preserve tensor structure for reduced dimensionality in tensor regression.

problem Reducing dimensionality of tensor predictors for improved interpretation and accuracy.
method Developed two tensor dimension reduction methods using Tucker and CP decompositions.
result Substantial improvement in accuracy over existing methods in simulations and applications.

Proposes a deep learning method for effective data representation.

problem Constructing effective data representations for prediction.
method A deep dimension reduction approach to learning representations with sufficiency, low dimensionality, and disentanglement.
result The proposed deep nonparametric representation is consistent and performs better than existing methods.

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

Develops a nonparametric graphical model for conditional independence.

problem Evaluation of conditional independence without distributional assumptions.
method Nonlinear sufficient dimension reduction techniques applied to a nonparametric graphical model.
result Method outperforms existing methods in non-Gaussian settings and high-dimensional data.

Paper improves SDR estimation speed and conditions.

problem Improving sufficient dimension reduction for multi-index models.
method Estimating expected smoothed gradient outer product.
result Achieves fast parametric convergence rate of Cdn1/2C_d \cdot n^{-1/2}.

SMAVE optimizes SDR by projecting onto a low-dimensional subspace on a Riemannian manifold.

problem High-dimensional regression challenges due to the curse of dimensionality.
method SMAVE combines nearest-neighbor localization and Riemannian stochastic gradient ascent.
result SMAVE achieves almost-sure convergence and matches RMAVE's synthetic subspace recovery rate.

Unified framework for fair representation learning in machine learning.

problem Ensuring fairness in machine learning models, especially when biased data representations lead to unfair predictions.
method Integrates nonlinear sufficient dimension reduction with deep learning to construct fair and informative representations, introducing a penalty term to enforce conditional independence between sensitive attributes and learned representations.
result Achieves a superior balance between fairness and utility, significantly outperforming state-of-the-art baselines on various data structures.

FlowSDR learns a low-dimensional projection preserving the response's conditional distribution.

problem Learning a low-dimensional projection that captures the response's conditional distribution.
method FlowSDR uses conditional log-likelihood maximization with monotone rational-quadratic spline flows to learn the projection and conditional density.
result FlowSDR outperforms existing SDR methods in various simulation settings and a face-age prediction task.

Improves MARS for nonparametric multivariate regression with dimension reduction.

problem High number of basis functions in MARS for high-order interactions.
method Linear combinations of covariates for dimension reduction, facilitating gradient calculation and eigen-analysis for estimation.
result Asymptotic theory and numerical studies show improved performance over MARS.

A new dimension reduction method based on Gaussian finite mixtures is proposed as an extension to sliced inverse regression (SIR). The model-based SIR (MSIR) approach allows the main limitation of SIR to be overcome, i.e., failure in the presence of regression symmetric relationships, without the need to impose further…

2015-08-10abs ↗pdf ↗

MSRL learns a representation maximizing mutual info with response variables.

problem Learning sufficient representations for complex, multi-dimensional data.
method Variational mutual information, deep neural networks, generalized Dudley's inequality.
result MSRL achieves consistent and accurate representation learning.

Proposes a method to estimate personalized treatments from high-dimensional data.

problem Estimating individualized treatment regimes (ITRs) from high-dimensional covariates.
method Directly targets the contrast between potential outcomes, using dimension-reduced outcome-weighted learning.
result Achieves universal consistency, converging to the Bayes risk under mild conditions.

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

Motivated by the idea of turbomachinery active subspace performance maps, this paper studies dimension reduction in turbomachinery 3D CFD simulations. First, we show that these subspaces exist across different blades---under the same parametrization---largely independent of their Mach number or Reynolds number. This is…

2019-10-20abs ↗pdf ↗

FSIR extends SIR for federated learning with privacy and efficiency.

problem Privacy-preserving dimension reduction in federated learning.
method FSIR employs sliced inverse regression with differential privacy and collaborative variable screening.
result FSIR achieves effective dimension reduction and privacy protection in federated learning.

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

New algorithm reduces dimensionality in federated learning.

problem Estimating central dimension reduction subspace and variable selection in federated learning.
method Federated sparse sliced inverse regression, convex optimization, linearized alternating direction method of multipliers.
result Upper bound of statistical error rate established under heterogeneous setting.

Paper proposes PPMM for fast estimation of large-scale OTM.

problem Estimation of large-scale optimal transport maps (OTM) is challenging due to the curse of dimensionality.
method Combines projection pursuit regression and sufficient dimension reduction to adaptively select projection directions.
result PPMM consistently estimates the most informative projection direction and weakly converges to the target OTM.

A novel approach combines interpretability and performance in machine learning models.

problem Lack of transparency in black box machine learning models.
method Semiparametric approach using ideas from sufficient dimension reduction and influence function based estimators.
result Optimized model combining interpretability and performance, demonstrated through simulations and a real-world ICU patient data application.

Consensus dimension reduction combines multiple visualizations to identify shared patterns.

problem Conflicting visualizations from different dimension reduction methods.
method Multi-view learning to identify stable patterns across multiple views.
result Consensus visualization effectively identifies shared low-dimensional data structure.

We consider dimension reduction for solutions of the Kähler-Ricci flow with nonegative bisectional curvature. When the complex dimension n=2n=2, we prove an optimal dimension reduction theorem for complete translating Kähler-Ricci solitons with nonnegative bisectional curvature. We also prove a general dimension reducti…

2003-02-11abs ↗pdf ↗