基于模糊划分和变换的功能降维

Pub Date : 2022-04-25 DOI:10.1111/anzs.12363
Beiting Liang, Taoxuan Gao, Defa Bai, Guochang Wang
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引用次数: 0

摘要

功能切片逆回归(FSIR)是最常用的功能降维方法之一。然而,FSIR有两个明显的缺点。一方面,每个切片的样本数量不能太小,选择一个合适的S是很困难的,特别是对于小样本量的数据,其中S表示切片的数量。另一方面,众所周知,当链接函数是偶数(或对称)依赖时,FSIR及其相关方法的性能很差。为了解决这两个问题,我们提出了三种新的估计方法。首先,我们提出了基于模糊划分的功能模糊逆回归(FFIR)方法。与使用硬分割的FSIR相比,模糊分割使用所有不同权重的样本来估计每个切片的平均值。因此,即使对于小样本量的数据,FFIR也表现出良好的性能。其次,我们提出了两种转换方法,即FSIRR和FSIRP,避免了响应和预测器之间的对称依赖。FSIRR通过转换响应变量消除对称依赖,而FSIRP通过转换功能预测器克服对称依赖。第三,结合FFIRR和两种变换方法的优点,提出了FFIRR和FFIRP方法。FFIRR和FFIRP替代了对经FFIR变换数据的FSIR方法。仿真和实际数据分析表明,三种方法在估计精度和稳定性方面都优于FSIR方法。
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Functional dimension reduction based on fuzzy partition and transformation

Functional sliced inverse regression (FSIR) is the among most popular methods for the functional dimension reduction. However, FSIR has two evident shortcomings. On the one hand, the number of samples in each slice must not be too small and selecting a suitable S is difficult, particularly for data with small sample size, where S indicates the number of slices. On the other hand, FSIR and its related methods are well-known for their poor performance when the link function is an even (or symmetric) dependency. To solve these two problems, we propose three new types of estimation methods. First, we propose the functional fuzzy inverse regression (FFIR) method based on a fuzzy partition. Compared with FSIR that uses a hard partition, the fuzzy partition uses all samples with different weights to estimate the mean in each slice. Therefore, FFIR exhibits good performance even for data with small sample size. Second, we suggest two transformation approaches, namely, FSIRR and FSIRP, avoiding the symmetric dependency between the response and the predictor. FSIRR eliminates the symmetric dependency by transforming the response variable, while FSIRP overcomes the symmetric dependency by transforming the functional predictor. Third, we propose the FFIRR and FFIRP methods by combining the advantages of FFIR and two transformation methods. FFIRR and FFIRP replace the FSIR method on the transformation data via FFIR. Simulation and real data analysis show that three types of proposed methods exhibit better performance than FSIR in terms of the estimation accuracy and stability.

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