Sufficient reductions in regression with mixed predictors
- Autores
- Bura, Efstathia; Forzani, Liliana Maria; García Arancibia, Rodrigo; Llop Orzan, Pamela Nerina; Tomassi, Diego Rodolfo
- Año de publicación
- 2022
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- Most data sets comprise of measurements on continuous and categorical variables. Yet,modeling high-dimensional mixed predictors has received limited attention in the regressionand classication statistical literature. We study the general regression problem of inferringon a variable of interest based on high dimensional mixed continuous and binary predictors.The aim is to nd a lower dimensional function of the mixed predictor vector that containsall the modeling information in the mixed predictors for the response, which can be eithercontinuous or categorical. The approach we propose identies sucient reductions byreversing the regression and modeling the mixed predictors conditional on the response.We derive the maximum likelihood estimator of the sucient reductions, asymptotic testsfor dimension, and a regularized estimator, which simultaneously achieves variable (feature)selection and dimension reduction (feature extraction). We study the performance of theproposed method and compare it with other approaches through simulations and real dataexamples.
Fil: Bura, Efstathia. Technische Universitat Wien; Austria
Fil: Forzani, Liliana Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina
Fil: García Arancibia, Rodrigo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ciencias Económicas. Instituto de Economía Aplicada Litoral; Argentina
Fil: Llop Orzan, Pamela Nerina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina
Fil: Tomassi, Diego Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina - Materia
-
HIGH DIMENSIONAL
MULTIVARIATE BERNOULLI
REGULARIZATION
FEATURE SELECTION
FEATURE EXTRACTION - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/188087
Ver los metadatos del registro completo
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Sufficient reductions in regression with mixed predictorsBura, EfstathiaForzani, Liliana MariaGarcía Arancibia, RodrigoLlop Orzan, Pamela NerinaTomassi, Diego RodolfoHIGH DIMENSIONALMULTIVARIATE BERNOULLIREGULARIZATIONFEATURE SELECTIONFEATURE EXTRACTIONhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1Most data sets comprise of measurements on continuous and categorical variables. Yet,modeling high-dimensional mixed predictors has received limited attention in the regressionand classication statistical literature. We study the general regression problem of inferringon a variable of interest based on high dimensional mixed continuous and binary predictors.The aim is to nd a lower dimensional function of the mixed predictor vector that containsall the modeling information in the mixed predictors for the response, which can be eithercontinuous or categorical. The approach we propose identies sucient reductions byreversing the regression and modeling the mixed predictors conditional on the response.We derive the maximum likelihood estimator of the sucient reductions, asymptotic testsfor dimension, and a regularized estimator, which simultaneously achieves variable (feature)selection and dimension reduction (feature extraction). We study the performance of theproposed method and compare it with other approaches through simulations and real dataexamples.Fil: Bura, Efstathia. Technische Universitat Wien; AustriaFil: Forzani, Liliana Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; ArgentinaFil: García Arancibia, Rodrigo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ciencias Económicas. Instituto de Economía Aplicada Litoral; ArgentinaFil: Llop Orzan, Pamela Nerina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; ArgentinaFil: Tomassi, Diego Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; ArgentinaMicrotome2022-02info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/188087Bura, Efstathia; Forzani, Liliana Maria; García Arancibia, Rodrigo; Llop Orzan, Pamela Nerina; Tomassi, Diego Rodolfo; Sufficient reductions in regression with mixed predictors; Microtome; Journal of Machine Learning Research; 23; 102; 2-2022; 1-461532-4435CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://jmlr.org/papers/v23/21-0175.htmlinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:53:14Zoai:ri.conicet.gov.ar:11336/188087instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:53:14.493CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Sufficient reductions in regression with mixed predictors |
title |
Sufficient reductions in regression with mixed predictors |
spellingShingle |
Sufficient reductions in regression with mixed predictors Bura, Efstathia HIGH DIMENSIONAL MULTIVARIATE BERNOULLI REGULARIZATION FEATURE SELECTION FEATURE EXTRACTION |
title_short |
Sufficient reductions in regression with mixed predictors |
title_full |
Sufficient reductions in regression with mixed predictors |
title_fullStr |
Sufficient reductions in regression with mixed predictors |
title_full_unstemmed |
Sufficient reductions in regression with mixed predictors |
title_sort |
Sufficient reductions in regression with mixed predictors |
dc.creator.none.fl_str_mv |
Bura, Efstathia Forzani, Liliana Maria García Arancibia, Rodrigo Llop Orzan, Pamela Nerina Tomassi, Diego Rodolfo |
author |
Bura, Efstathia |
author_facet |
Bura, Efstathia Forzani, Liliana Maria García Arancibia, Rodrigo Llop Orzan, Pamela Nerina Tomassi, Diego Rodolfo |
author_role |
author |
author2 |
Forzani, Liliana Maria García Arancibia, Rodrigo Llop Orzan, Pamela Nerina Tomassi, Diego Rodolfo |
author2_role |
author author author author |
dc.subject.none.fl_str_mv |
HIGH DIMENSIONAL MULTIVARIATE BERNOULLI REGULARIZATION FEATURE SELECTION FEATURE EXTRACTION |
topic |
HIGH DIMENSIONAL MULTIVARIATE BERNOULLI REGULARIZATION FEATURE SELECTION FEATURE EXTRACTION |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
Most data sets comprise of measurements on continuous and categorical variables. Yet,modeling high-dimensional mixed predictors has received limited attention in the regressionand classication statistical literature. We study the general regression problem of inferringon a variable of interest based on high dimensional mixed continuous and binary predictors.The aim is to nd a lower dimensional function of the mixed predictor vector that containsall the modeling information in the mixed predictors for the response, which can be eithercontinuous or categorical. The approach we propose identies sucient reductions byreversing the regression and modeling the mixed predictors conditional on the response.We derive the maximum likelihood estimator of the sucient reductions, asymptotic testsfor dimension, and a regularized estimator, which simultaneously achieves variable (feature)selection and dimension reduction (feature extraction). We study the performance of theproposed method and compare it with other approaches through simulations and real dataexamples. Fil: Bura, Efstathia. Technische Universitat Wien; Austria Fil: Forzani, Liliana Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina Fil: García Arancibia, Rodrigo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ciencias Económicas. Instituto de Economía Aplicada Litoral; Argentina Fil: Llop Orzan, Pamela Nerina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina Fil: Tomassi, Diego Rodolfo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe; Argentina. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina |
description |
Most data sets comprise of measurements on continuous and categorical variables. Yet,modeling high-dimensional mixed predictors has received limited attention in the regressionand classication statistical literature. We study the general regression problem of inferringon a variable of interest based on high dimensional mixed continuous and binary predictors.The aim is to nd a lower dimensional function of the mixed predictor vector that containsall the modeling information in the mixed predictors for the response, which can be eithercontinuous or categorical. The approach we propose identies sucient reductions byreversing the regression and modeling the mixed predictors conditional on the response.We derive the maximum likelihood estimator of the sucient reductions, asymptotic testsfor dimension, and a regularized estimator, which simultaneously achieves variable (feature)selection and dimension reduction (feature extraction). We study the performance of theproposed method and compare it with other approaches through simulations and real dataexamples. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-02 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/188087 Bura, Efstathia; Forzani, Liliana Maria; García Arancibia, Rodrigo; Llop Orzan, Pamela Nerina; Tomassi, Diego Rodolfo; Sufficient reductions in regression with mixed predictors; Microtome; Journal of Machine Learning Research; 23; 102; 2-2022; 1-46 1532-4435 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/188087 |
identifier_str_mv |
Bura, Efstathia; Forzani, Liliana Maria; García Arancibia, Rodrigo; Llop Orzan, Pamela Nerina; Tomassi, Diego Rodolfo; Sufficient reductions in regression with mixed predictors; Microtome; Journal of Machine Learning Research; 23; 102; 2-2022; 1-46 1532-4435 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/https://jmlr.org/papers/v23/21-0175.html |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Microtome |
publisher.none.fl_str_mv |
Microtome |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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1844613628159852544 |
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13.070432 |