2022
DOI: 10.3390/e24020167
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Sufficient Dimension Reduction: An Information-Theoretic Viewpoint

Abstract: There has been a lot of interest in sufficient dimension reduction (SDR) methodologies, as well as nonlinear extensions in the statistics literature. The SDR methodology has previously been motivated by several considerations: (a) finding data-driven subspaces that capture the essential facets of regression relationships; (b) analyzing data in a `model-free’ manner. In this article, we develop an approach to interpreting SDR techniques using information theory. Such a framework leads to a more assumption-lean … Show more

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Cited by 7 publications
(3 citation statements)
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“…This gets violated in situations with discrete predictors. Recently, Ghosh ( 2022 ) has developed an interpretation of sufficient dimension reduction methods from an information-theoretic point of view. In this interpretation, the partial least squares algorithm can be viewed as an information-maximization operation under less restrictive distributional assumptions than those required in Theorem 1 of the paper.…”
Section: Methodsmentioning
confidence: 99%
“…This gets violated in situations with discrete predictors. Recently, Ghosh ( 2022 ) has developed an interpretation of sufficient dimension reduction methods from an information-theoretic point of view. In this interpretation, the partial least squares algorithm can be viewed as an information-maximization operation under less restrictive distributional assumptions than those required in Theorem 1 of the paper.…”
Section: Methodsmentioning
confidence: 99%
“…Dimension reduction (DR) is an indispensable technique to face the challenge of dramatically increasing data amounts in data analysis [1][2][3][4][5][6]. Non-linear DR is a current research focus, where manifold learning is one of the main research topics [5,6].…”
Section: Introductionmentioning
confidence: 99%
“…Dimension reduction methods seek to reduce the number of dimensions [1,2] in the variable space whilst also preserving the most important structure or relationships between the variables, i.e. without significant loss of information (capturing the essential information) [3]. They have also the advantage of handling and visualizing the results of complex and massive amounts of data [4][5][6][7].…”
Section: Introductionmentioning
confidence: 99%