Simultaneous estimations of optimal directions and optimal transformations for functional data

作者：Chen, Heng; Huang, Wei; Chen, Di-Rong^*

来源：International Journal of Wavelets, Multiresolution and Information Processing, 2018, 16(5): 1850043.

DOI：10.1142/S0219691318500431

• Sliced inverse regression
• optimal direction
• optimal transformation
• reproducing kernel Hilbert space
• learning rate

Sliced inverse regression (SIR) is a powerful method to deal with a dimension reduction model. As well known, SIR is equivalent to a transformation-based projection pursuit, where the optimal directions are just. the directions in SIR. In this paper, we consider simultaneous estimations of optimal directions for functional data and optimal transformations. We take a reproducing kernel Hilbert space approach. Both the directions and the transformations are chosen from reproducing kernel Hilbert spaces. A learning rate is established for the estimators.

• 出版日期2018-9
• 单位武汉纺织大学; 合肥工业大学; 首都经济贸易大学; 北京航空航天大学