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Collaborative Sliced Inverse Regression

Alessandro Chiancone 1, 2 Stephane Girard 1 Jocelyn Chanussot 2
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, INPG - Institut National Polytechnique de Grenoble
2 GIPSA-SIGMAPHY - GIPSA - Signal Images Physique
GIPSA-DIS - Département Images et Signal, GIPSA-PSD - GIPSA Pôle Sciences des Données
Abstract : Sliced Inverse Regression (SIR) is an effective method for dimensionality reduction in high-dimensional regression problems. However the method has requirements on the distribution of the predictors that are hard to check because they depend on unobserved variables. It has been shown that if the distribution of the predictors is elliptical then these requirements are satisfied. In case of mixture models the ellipticity is violated and in addition there is no assurance of a single underlying regression model among the different components. Our approach clusterizes the predictors space to force the condition to hold on each cluster and includes a merging technique to look for different underlying models in the data. SIR, not surprisingly, is not capable of dealing with a mixture of Gaussians with different underlying models whereas our approach is able to correctly investigate the mixture. A study on simulated data as well as two real applications is provided.
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https://hal.inria.fr/hal-01158061
Contributor : Stephane Girard <>
Submitted on : Friday, May 29, 2015 - 2:00:51 PM
Last modification on : Wednesday, May 13, 2020 - 4:30:04 PM
Document(s) archivé(s) le : Monday, April 24, 2017 - 7:40:05 PM

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  • HAL Id : hal-01158061, version 1

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Alessandro Chiancone, Stephane Girard, Jocelyn Chanussot. Collaborative Sliced Inverse Regression. 2015. ⟨hal-01158061v1⟩

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