A convex formulation for high-dimensional sparse sliced inverse regression.

Kean Ming Tan Zhaoran Wang Tong Zhang Han Liu R. Dennis Cook

Published in: CoRR (2018)

Keyphrases

high dimensional
convex formulation
convex optimization
potts model
low dimensional
gradient method
dimensionality reduction
data points
high dimensional data
convex relaxation
loss function
nearest neighbor
model selection
variable selection
feature space
input space
support vector
gaussian processes
cost function