Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
林乾 博士, 清华大学统计科学中心
Inviter:
Title:
High Dimensional Sliced Inverse Regression
Time & Venue:
2018.10.19 10:00-11:00 N205
Abstract:
In this talk, we will briefly review some recent theoretical advances in sliced inverse regression from the statistical decision theory perspective. We then compare them with the existing results in linear regression and propose a new program which aimed at transplanting the rich theories and methodologies for linear regression into sliced inverse regression or sufficient dimension reduction. We will present several supportive evidences for this speculation including the Lasso-SIR algorithm and the Optimal Detection Boundary of Single index models.