http://arxiv.org/abs/1706.10121
We aim at finding the value of an explanatory variable, through its expression in a large data-vector, without knowing the link function between the explanatory variable and the data-space. Sliced Inverse Regression (SIR) method allows for the projection of a data-vector onto a subspace consistent with the explanatory variable variation. We suggest a method based on the SIR subspace, that gives the most efficient estimation of an unknown explanatory variable.
V. Watson, J. Trouilhet, F. Paletou, et. al.
Mon, 3 Jul 17
8/51
Comments: in French. to appear in: this http URL XXVI-th colloquium proc. (text in french; maths in maths)
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