Gradient-based dimension reduction of multivariate vector-valued functions

O Zahm, PG Constantine, C Prieur, YM Marzouk - SIAM Journal on Scientific …, 2020 - SIAM
Multivariate functions encountered in high-dimensional uncertainty quantification problems
often vary most strongly along a few dominant directions in the input parameter space. We …

A selective review of sufficient dimension reduction for multivariate response regression

Y Dong, AN Soale, MD Power - Journal of Statistical Planning and …, 2023 - Elsevier
We review sufficient dimension reduction (SDR) estimators with multivariate response in this
paper. A wide range of SDR methods are characterized as inverse regression SDR …

Asymptotics for pooled marginal slicing estimator based on SIRα approach

J Saracco - Journal of multivariate Analysis, 2005 - Elsevier
Pooled marginal slicing (PMS) is a semiparametric method, based on sliced inverse
regression (SIR) approach, for achieving dimension reduction in regression problems when …

A sliced inverse regression approach for data stream

M Chavent, S Girard, V Kuentz-Simonet, B Liquet… - Computational …, 2014 - Springer
In this article, we focus on data arriving sequentially by blocks in a stream. A semiparametric
regression model involving a common effective dimension reduction (EDR) direction β β is …

Advanced topics in sliced inverse regression

S Girard, H Lorenzo, J Saracco - Journal of Multivariate Analysis, 2022 - Elsevier
Since its introduction in the early 90s, the Sliced Inverse Regression (SIR) methodology has
evolved adapting to increasingly complex data sets in contexts combining linear dimension …

A new sliced inverse regression method for multivariate response

R Coudret, S Girard, J Saracco - Computational Statistics & Data Analysis, 2014 - Elsevier
A semiparametric regression model of a q-dimensional multivariate response y on a p-
dimensional covariate x is considered. A new approach is proposed based on sliced inverse …

Student sliced inverse regression

A Chiancone, F Forbes, S Girard - Computational Statistics & Data Analysis, 2017 - Elsevier
Abstract Sliced Inverse Regression (SIR) has been extensively used to reduce the
dimension of the predictor space before performing regression. SIR is originally a model free …

[LIVRE][B] Approches non paramétriques en régression

JJ Droesbeke, G Saporta - 2011 - books.google.com
Cet ouvrage, consacré aux approches non paramétriques et semi-paramétriques en
régression, propose au lecteur une exploration, une synthèse et une analyse des …

Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIRα Method

B Liquet, J Saracco - Communications in Statistics—Simulation and …, 2008 - Taylor & Francis
To reduce the dimensionality of regression problems, sliced inverse regression approaches
make it possible to determine linear combinations of a set of explanatory variables X related …

Sensitivity analysis and dimension reduction of a steam generator model for clogging diagnosis

S Girard, T Romary, JM Favennec, P Stabat… - Reliability Engineering & …, 2013 - Elsevier
Nuclear steam generators are subject to clogging of their internal parts which causes safety
issues. Diagnosis methodologies are needed to optimize maintenance operations. Clogging …