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math.ST2011
A Note on Sliced Inverse Regression with Regularizations
Caroline Bernard-Michel, Laurent Gardes, Stéphane Girard
In "Li, L. and Yin, X. (2008). Sliced Inverse Regression with Regularizations. Biometrics, 64(1):124--131" a ridge SIR estimator is introduced as the solution of a minimization pro…
math.ST2011
Gaussian Regularized Sliced Inverse Regression
C. Bernard-Michel, L. Gardes, S. Girard
Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the…