Sufficient Dimension Reduction and Modeling Responses Conditioned on Covariates: An Integrated Approach via Convex Optimization

Armeen Taeb, Venkat Chandrasekaran

Given observations of a collection of covariates and responses $(Y,X)\in {\mathbb{R}}^p\times {\mathbb{R}}^q$, sufficient dimension reduction (SDR) techniques aim to identify a mapp…