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Bayesian inverse regression for supervised dimension reduction with small datasets

Cai, X; Lin, G; Li, JL

Li, JL (corresponding author), Univ Birmingham, Sch Math, Birmingham, W Midlands, England.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2021; 91 (14): 2817

Abstract

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors x which can retain the statisti......

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