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Activity Number: 651
Type: Contributed
Date/Time: Thursday, August 8, 2013 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #310342
Title: Projective Method for Dimension Reduction with Multivariate Responses
Author(s): Armine Bagyan*+ and Arkady Tempelman and Bing Li
Companies: The Pennsylvania State University and The Pennsylvania State University and The Pennsylvania State University
Keywords: dimension reduction ; multivariate response ; projections

We study properties and applications of the new method for sufficient dimension reduction with multivariate responses. This is inspired by an earlier work of Li, Wen and Zhu (2008), which reduces the multivariate response problem to a univariate response a response problem by projecting the multivariate response onto a set of random directions. In this work we propose to project the multivariate response vector onto the set of empirical directions. We discuss the properties and advantages of this modification, and compare it with other methods in applications.

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