A seminar course on Sufficient Dimension Reduction in regression and classification.
Sufficient Dimension Reduction (SDR) aims to find sufficient, in the statistical sense, reductions of a large set of explanatory variables in order to model a target response Y. The reduction and targeting are carried out simultaneously as SDR identifies a sufficient function of the regressors X that preserves the information in the conditional distribution of Y given X.
The course will cover most moment and model based SDR methods and recent methodological developments. The students will study instructor provided material and will present papers during the course.
Oral presentation and written report.