• Title/Summary/Keyword: response dimension reduction

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MBRDR: R-package for response dimension reduction in multivariate regression

  • Heesung Ahn;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.179-189
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    • 2024
  • In multivariate regression with a high-dimensional response Y ∈ ℝr and a relatively low-dimensional predictor X ∈ ℝp (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.

Applications of response dimension reduction in large p-small n problems

  • Minjee Kim;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.191-202
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    • 2024
  • The goal of this paper is to show how multivariate regression analysis with high-dimensional responses is facilitated by the response dimension reduction. Multivariate regression, characterized by multi-dimensional response variables, is increasingly prevalent across diverse fields such as repeated measures, longitudinal studies, and functional data analysis. One of the key challenges in analyzing such data is managing the response dimensions, which can complicate the analysis due to an exponential increase in the number of parameters. Although response dimension reduction methods are developed, there is no practically useful illustration for various types of data such as so-called large p-small n data. This paper aims to fill this gap by showcasing how response dimension reduction can enhance the analysis of high-dimensional response data, thereby providing significant assistance to statistical practitioners and contributing to advancements in multiple scientific domains.

Note on response dimension reduction for multivariate regression

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.519-526
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    • 2019
  • Response dimension reduction in a sufficient dimension reduction (SDR) context has been widely ignored until Yoo and Cook (Computational Statistics and Data Analysis, 53, 334-343, 2008) founded theories for it and developed an estimation approach. Recent research in SDR shows that a semi-parametric approach can outperform conventional non-parametric SDR methods. Yoo (Statistics: A Journal of Theoretical and Applied Statistics, 52, 409-425, 2018) developed a semi-parametric approach for response reduction in Yoo and Cook (2008) context, and Yoo (Journal of the Korean Statistical Society, 2019) completes the semi-parametric approach by proposing an unstructured method. This paper theoretically discusses and provides insightful remarks on three versions of semi-parametric approaches that can be useful for statistical practitioners. It is also possible to avoid numerical instability by presenting the results for an orthogonal transformation of the response variables.

Principal selected response reduction in multivariate regression (다변량회귀에서 주선택 반응변수 차원축소)

  • Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.659-669
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    • 2021
  • Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).

The Design and Practice of Disaster Response RL Environment Using Dimension Reduction Method for Training Performance Enhancement (학습 성능 향상을 위한 차원 축소 기법 기반 재난 시뮬레이션 강화학습 환경 구성 및 활용)

  • Yeo, Sangho;Lee, Seungjun;Oh, Sangyoon
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.7
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    • pp.263-270
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    • 2021
  • Reinforcement learning(RL) is the method to find an optimal policy through training. and it is one of popular methods for solving lifesaving and disaster response problems effectively. However, the conventional reinforcement learning method for disaster response utilizes either simple environment such as. grid and graph or a self-developed environment that are hard to verify the practical effectiveness. In this paper, we propose the design of a disaster response RL environment which utilizes the detailed property information of the disaster simulation in order to utilize the reinforcement learning method in the real world. For the RL environment, we design and build the reinforcement learning communication as well as the interface between the RL agent and the disaster simulation. Also, we apply the dimension reduction method for converting non-image feature vectors into image format which is effectively utilized with convolution layer to utilize the high-dimensional and detailed property of the disaster simulation. To verify the effectiveness of our proposed method, we conducted empirical evaluations and it shows that our proposed method outperformed conventional methods in the building fire damage.

Kriging Dimension Reduction Method for Reliability Analysis in Spring Design (스프링 설계문제의 신뢰도 해석을 위한 크리깅 기반 차원감소법의 활용)

  • Gang, Jin-Hyuk;An, Da-Wn;Won, Jun-Ho;Choi, Joo-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.422-427
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    • 2008
  • This study is to illustrate the usefulness of Kriging Dimension Reduction Method(KDRM), which is to construct probability distribution of response function in the presence of the physical uncertainty of input variables. DRM has recently received increased attention due to its sensitivity-free nature and efficiency that considerable accuracy is obtained with only a few number of analyses. However, the DRM has a number of drawbacks such as instability and inaccuracy for functions with increased nonlinearity. As a remedy, Kriging interpolation technique is incorporated which is known as more accurate for nonlinear functions. The KDRM is applied and compared with MCS methods in a compression coil spring design problem. The effectiveness and accuracy of this method is verified.

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Improving Dimension Reduction Method Using Kriging Interpolation (Kriging 보간법을 사용한 개선된 차원감소법)

  • Choi, Joo-Ho;Choi, Chang-Hyun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.135-140
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    • 2007
  • In this paper, an Improved Dimension Reduction(IDR) method is proposed for uncertainty quantification that employes Kriging interpolation technic. It has been acknowledged that the DR method is accurate and efficient for assessing statistical moments and reliability due to the sensitivity free feature. However, the DR method has a number of drawbacks such as instability and inaccuracy for problems with increased nonlineality. In this paper, improved DR is implanted by three steps. First, the Kriging interpolation method is used to accurately approximate the responses. Second, 2N+1 and 4N+1 ADOEs are proposed to maintain high accuracy of the method for UQ analysis. Third, numerical integration scheme is used with accurate but free response values at any set of integration points of the surrogated model.

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A Study on Robust Design Optimization of Layered Plates Bonding Process Considering Uncertainties (적층판 결합공정의 불확정성을 고려한 강건최적설계)

  • Choi Joo-Ho;Lee Woo-Hyuk;Youn Byeng-Dong;Xi Zhimin
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.836-840
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    • 2006
  • Design optimization of layered plates bonding process is conducted to achieve high product quality by considering uncertainties in a manufacturing process. During the cooling process of the sequential sub-processes, different thermal expansion coefficients lead to residual stress and displacement. thus resulting in defects on the surface of the adherent. So robust process optimization is performed to minimize the residual stress mean and variation of the assembly while constraining the distortion as well as the instantaneous maximum stress to the allowable limits. In robust process optimization, the dimension reduction (DR) method is employed to quantify both reliability and quality of the layered plate bonding. Using this method. the average and standard deviation is estimated. Response surface is constructed using the statistical data obtained by the DRM for robust objectives and constraints. from which the optimum solution is obtained.

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An Empirical Study on Dimension Reduction

  • Suh, Changhee;Lee, Hakbae
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2733-2746
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    • 2018
  • The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

Estimation of response reduction factor of RC frame staging in elevated water tanks using nonlinear static procedure

  • Lakhade, Suraj O.;Kumar, Ratnesh;Jaiswal, Omprakash R.
    • Structural Engineering and Mechanics
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    • v.62 no.2
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    • pp.209-224
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    • 2017
  • Elevated water tanks are considered as important structures due to its post-earthquake requirements. Elevated water tank on reinforced concrete frame staging is widely used in India. Different response reduction factors depending on ductility of frame members are used in seismic design of frame staging. The study on appropriateness of response reduction factor for reinforced concrete tank staging is sparse in literature. In the present paper a systematic study on estimation of key components of response reduction factors is presented. By considering the various combinations of tank capacity, height of staging, seismic design level and design response reduction factors, forty-eight analytical models are developed and designed using relevant Indian codes. The minimum specified design cross section of column as per Indian code is found to be sufficient to accommodate the design steel. The strength factor and ductility factor are estimated using results of nonlinear static pushover analysis. It was observed that for seismic design category 'high' the strength factor has lesser contribution than ductility factor, whereas, opposite trend is observed for seismic design category 'low'. Further, the effects of staging height and tank capacity on strength and ductility factors for two different seismic design categories are studied. For both seismic design categories, the response reduction factors obtained from the nonlinear static analysis is higher than the code specified response reduction factors. The minimum dimension restriction of column is observed as key parameter in achieving the desired performance of the elevated water tank on frame staging.