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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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In regression with a high dimensional predictor vector, it is important to estimate the central and central mean subspaces that preserve sufficient information about the response and the mean response. Using the Fourier transform, we have derived the candidate matrices whose column spaces recover the central and central mean subspaces exhaustively. Under the normality assumption of the predictors, explicit estimates of the central and central mean subspaces are derived. Bootstrap procedures are used for determining imensionality and choosing tuning parameters. Simulation results and an application to a real data are reported. Our methods demonstrate competitive performance compared with SIR, SAVE, and other existing methods. This approach provides a novel view on sufficient dimension reduction and may lead to more powerful tools in the future. It is a joint work with Dr Yu Zhu in the Department of Statistics, Purdue University.
