4 papers
Fusing Sufficient Dimension Reduction with Neural Networks
Daniel Kapla, Lukas Fertl, Efstathia Bura
We consider the regression problem where the dependence of the response Y on a set of predictors X is fully captured by the regression function E(Y | X)=g(B'X), for an unknown func…
Ensemble Conditional Variance Estimator for Sufficient Dimension Reduction
Lukas Fertl, Efstathia Bura
Ensemble Conditional Variance Estimation (ECVE) is a novel sufficient dimension reduction (SDR) method in regressions with continuous response and predictors. ECVE applies to gener…
Conditional Variance Estimator for Sufficient Dimension Reduction
Lukas Fertl, Efstathia Bura
Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function. It operate…
Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalised linear models
Efstathia Bura, Sabrina Duarte, Liliana Forzani +2
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear…