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Advance of the sufficient dimension reduction

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The sufficient dimension reduction of Li has been seen a steady development in the past 30 years in both methodology and application. The main approaches can be categorized into two groups:… Click to show full abstract

The sufficient dimension reduction of Li has been seen a steady development in the past 30 years in both methodology and application. The main approaches can be categorized into two groups: The inverse regression methods and forward regression methods. In this survey, we briefly discuss advances of methods and present problems that needs further investigation in the second group.

Keywords: methodology; advance sufficient; dimension reduction; sufficient dimension

Journal Title: Wiley Interdisciplinary Reviews: Computational Statistics
Year Published: 2020

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