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Большой семинар кафедры теории вероятностей МГУ
24 сентября 2008 г. 16:45, г. Москва, ГЗ МГУ, ауд. 16-24


An improvement method of sliced inverse regression using principal component analysis

T. Akita

Hiroshima University

Аннотация: We suggest an improvement method of sliced inverse regression (SIR) which is called gPCA-SIR h. The idea of the method is re-separating the group of the data, which is separated in some slices of the response variable, by using principal components. We also compare SIR with PCA-SIR by simulation, and prove the convergence of estimator.


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