Penalized principal logistic regression for sparse sufficient dimension reduction
DC Field | Value | Language |
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dc.contributor.author | Shin, Seung Jun | - |
dc.contributor.author | Artemiou, Andreas | - |
dc.date.accessioned | 2021-09-03T04:24:45Z | - |
dc.date.available | 2021-09-03T04:24:45Z | - |
dc.date.created | 2021-06-16 | - |
dc.date.issued | 2017-07 | - |
dc.identifier.issn | 0167-9473 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/82938 | - |
dc.description.abstract | Sufficient dimension reduction (SDR) is a successive tool for reducing the dimensionality of predictors by finding the central subspace, a minimal subspace of predictors that preserves all the regression information. When predictor dimension is large, it is often assumed that only a small number of predictors is informative. In this regard, sparse SDR is desired to achieve variable selection and dimension reduction simultaneously. We propose a principal logistic regression (PLR) as a new SDR tool and further develop its penalized version for sparse SDR. Asymptotic analysis shows that the penalized PLR enjoys the oracle property. Numerical investigation supports the advantageous performance of the proposed methods. (C) 2016 Elsevier B.V. All rights reserved. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER SCIENCE BV | - |
dc.subject | VARIABLE SELECTION | - |
dc.subject | INVERSE REGRESSION | - |
dc.subject | ALGORITHMS | - |
dc.subject | LIKELIHOOD | - |
dc.subject | MODEL | - |
dc.title | Penalized principal logistic regression for sparse sufficient dimension reduction | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Shin, Seung Jun | - |
dc.identifier.doi | 10.1016/j.csda.2016.12.003 | - |
dc.identifier.scopusid | 2-s2.0-85013487524 | - |
dc.identifier.wosid | 000399866600004 | - |
dc.identifier.bibliographicCitation | COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.111, pp.48 - 58 | - |
dc.relation.isPartOf | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - |
dc.citation.title | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - |
dc.citation.volume | 111 | - |
dc.citation.startPage | 48 | - |
dc.citation.endPage | 58 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Computer Science | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Computer Science, Interdisciplinary Applications | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | VARIABLE SELECTION | - |
dc.subject.keywordPlus | INVERSE REGRESSION | - |
dc.subject.keywordPlus | ALGORITHMS | - |
dc.subject.keywordPlus | LIKELIHOOD | - |
dc.subject.keywordPlus | MODEL | - |
dc.subject.keywordAuthor | Max-SCAD penalty | - |
dc.subject.keywordAuthor | Principal logistic regression | - |
dc.subject.keywordAuthor | Sparse sufficient dimension reduction | - |
dc.subject.keywordAuthor | Sufficient dimension reduction | - |
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