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Comparison of sliced inverse regression approaches for underdetermined cases

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierEnvironnements et Paléoenvironnements OCéaniques [EPOC]
dc.contributor.authorCOUDRET, Raphaël
hal.structure.identifierEpidémiologie et Biostatistique [Bordeaux]
dc.contributor.authorLIQUET, Benoit
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierEcole Nationale Supérieure de Cognitique [ENSC]
dc.contributor.authorSARACCO, Jerôme
dc.date.accessioned2024-04-04T02:23:28Z
dc.date.available2024-04-04T02:23:28Z
dc.date.issued2014
dc.identifier.issn1962-5197
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/189739
dc.description.abstractEnAmong methods to analyze high-dimensional data, the sliced inverse regression (SIR) is of particular interest for non-linear relations between the dependent variable and some indices of the covariate. When the dimension of the covariate is greater than the number of observations, classical versions of SIR cannot be applied. Various upgrades were then proposed to tackle this issue such as RSIR and SR-SIR, to estimate the parameters of the underlying model and to select variables of interest. In this paper, we introduce two new estimation methods respectively based on the QZ algorithm and on the Moore-Penrose pseudo-inverse. We also describe a new selection procedure of the most relevant components of the covariate that relies on a proximity criterion between submodels and the initial one. These approaches are compared with RSIR and SR-SIR in a simulation study. Finally we applied SIR-QZ and the associated selection procedure to a genetic dataset in order to find eQTL.
dc.language.isoen
dc.publisherSociété Française de Statistique et Société Mathématique de France
dc.title.enComparison of sliced inverse regression approaches for underdetermined cases
dc.typeArticle de revue
dc.subject.halStatistiques [stat]/Méthodologie [stat.ME]
bordeaux.journalJournal de la Société Française de Statistique
bordeaux.volume155
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue2
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00768352
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00768352v1
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