Sufficient Dimesion Reduction via Generalized Stein's Lemma

#Sufficient #Dimesion #Reduction #Generalized #Stein

arXiv:2608.15121v1 Announce Type: new Abstract: Sufficient dimension reduction (SDR) seeks the minimal subspace of the predictors that captures the full conditional distribution of the response, which is known as the central subspace (CS). When the response is multivariate, the problem becomes…