90 citations · 112 across the 8 of their papers we have counts for
3 papers · 1 filter
A selective review of sufficient dimension reduction for multivariate response regression
Yuexiao Dong, Abdul-Nasah Soale, Michael D. Power
We review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimato…
High-dimensional Interactions Detection with Sparse Principal Hessian Matrix
Cheng Yong Tang, Ethan X. Fang, Yuexiao Dong
In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional…
Trace Pursuit: A General Framework for Model-Free Variable Selection
Zhou Yu, Yuexiao Dong, Li-Xing Zhu
We propose trace pursuit for model-free variable selection under the sufficient dimension reduction paradigm. Two distinct algorithms are proposed: stepwise trace pursuit and forwa…