Montag, 24. April 2017, 16:45 - 17:45 iCal

ISOR Colloquium

"Sufficient Reductions in Regressions With Exponential Family Inverse Predictors "

Speaker: Efstathia Bura (TU Vienna)

Sky Lounge OMP1 (12th Floor)
Oskar-Morgenstern-Platz 1, 1090 Vienna


The talk will start with a brief introduction and overview of sufficient dimension reduction methodology. The focus will be on a recent paper that appeared in JASA where we develop methodology for identifying and estimating sufficient reductions in regressions with predictors that, given the response, follow a multivariate exponential family distribution. This set-up includes regressions where predictors are all continuous, all categorical or mixtures of categorical and continuous. We derive the minimal sufficient reduction of the predictors and its maximum likelihood estimator by modeling the conditional distribution of the predictors given the response. Whereas nearly all extant estimators of sufficient reductions are linear and only partly capture the sufficient reduction, our method is not limited to linear reductions. It also provides the exact form of the sufficient reduction, which is exhaustive, its ML estimates via an IRLS estimation algorithm, and asymptotic tests for the dimension of the regression.

Zur Webseite der Veranstaltung


Institut für Statistik und Operations Research


Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651