JSM 2011 Online Program

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Abstract Details

Activity Number: 452
Type: Topic Contributed
Date/Time: Wednesday, August 3, 2011 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section
Abstract - #300941
Title: A Tale of Two Manifolds
Author(s): Sayan Mukherjee*+
Companies: Duke University
Address: , Durham, NC, 27708, USA
Keywords: Supervised dimension reduction ; Manifold learning ; Bayesian inference ; Factor models
Abstract:

The focus is on the problem of supervised dimension reduction (SDR). We first formulate the problem with respect to the inference of a geometric property of the data, the gradient of the regression function with respect to the manifold that supports the marginal distribution. We provide an estimation algorithm, prove consistency, and explain why the gradient is salient for dimension reduction. We then reformulate SDR in a probabilistic framework and propose a Bayesian model, a mixture of inverse regressions. In this modeling framework the Grassman manifold plays a prominent role.


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