Penalized principal logistic regression for sparse sufficient dimension reduction

Sufficient dimension reduction and prediction in regression.

Dimension reduction for regression is a prominent issue today because technological advances now allow scientists to routinely formulate regressions in which the number of predictors is considerably larger than in the past. While several methods have been proposed to deal with such regressions, principal components (PCs) still seem to be the most widely used across the applied sciences. We give...

Penalized logistic regression for detecting gene interactions.

We propose using a variant of logistic regression (LR) with (L)_(2)-regularization to fit gene-gene and gene-environment interaction models. Studies have shown that many common diseases are influenced by interaction of certain genes. LR models with quadratic penalization not only correctly characterizes the influential genes along with their interaction structures but also yields additional ben...

Sufficient Dimension Reduction via Principal L q Support Vector Machine ∗

Principal Fitted Components for Dimension Reduction in Regression

We provide a remedy for two concerns that have dogged the use of principal components in regression: (i) principal components are computed from the predictors alone and do not make apparent use of the response, and (ii) principal components are not invariant or equivariant under full rank linear transformation of the predictors. The development begins with principal fitted components [Cook, R. ...

Sparse Bilinear Logistic Regression

In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces, style/content factorization, and parallel factor analysis. The underlying optimization problem is biconvex; we study its solution and develop an efficient al...