most citeddirepack: A Python 3 package for state-of-the-art statistical dimension reduction methods

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stat.ME2020

Sparse dimension reduction based on energy and ball statistics

Emmanuel Jordy Menvouta, Sven Serneels, Tim Verdonck

As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample…