Advanced topics in Sliced Inverse Regression
| hal.structure.identifier | Modèles statistiques bayésiens et des valeurs extrêmes pour données structurées et de grande dimension [STATIFY] | |
| dc.contributor.author | GIRARD, Stéphane | |
| hal.structure.identifier | Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL] | |
| dc.contributor.author | LORENZO, Hadrien | |
| hal.structure.identifier | Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL] | |
| dc.contributor.author | SARACCO, Jérôme | |
| dc.date.accessioned | 2024-04-04T02:45:20Z | |
| dc.date.available | 2024-04-04T02:45:20Z | |
| dc.date.issued | 2022 | |
| dc.identifier.issn | 0047-259X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191458 | |
| dc.description.abstractEn | Since its introduction in the early 90's, the Sliced Inverse Regression (SIR) methodology has evolved adapting to increasingly complex data sets in contexts combining linear dimension reduction with non linear regression. The assumption of dependence of the response variable with respect to only a few linear combinations of the covariates makes it appealing for many computational and real data application aspects. This work proposes an overview of the most active research directions in SIR modeling from multivariate regression models to regularization and variable selection. | |
| dc.language.iso | en | |
| dc.publisher | Elsevier | |
| dc.subject.en | Curse of dimensionality | |
| dc.subject.en | Multivariate response | |
| dc.subject.en | Regularization | |
| dc.subject.en | Semi-parametric regression model | |
| dc.subject.en | Sufficient dimension reduction | |
| dc.subject.en | Variable selection | |
| dc.title.en | Advanced topics in Sliced Inverse Regression | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1016/j.jmva.2021.104852 | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| bordeaux.journal | Journal of Multivariate Analysis | |
| bordeaux.page | 104852 | |
| bordeaux.volume | 188 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-03367798 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03367798v1 | |
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