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Frequently the predictor space of a multivariate regression problem of the type y = m(x_1, …, x_p ) + ε is intrinsically one-dimensional, or at least of far lower dimension than p. Usual modeling attempts such as the additive model y = m_1(x_1) + … + m_p (x_p ) + ε, which try to reduce the complexity of the regression problem by making additional structural assumptions, are then inefficient as they ignore the inherent structure of the predictor space and involve complicated model and variable selection stages. In a fundamentally different approach, one may consider first approximating the predictor space by a (usually nonlinear) curve passing through it, and then regressing the response only against the one-dimensional projections onto this curve. This entails the reduction from a p- to a one-dimensional regression problem.\ud As a tool for the compression of the predictor space we apply local principal curves. Taking things on from the results presented in Einbeck et al. (Classification – The Ubiquitous Challenge. Springer, Heidelberg, 2005, pp. 256–263), we show how local principal curves can be parametrized and how the projections are obtained. The regression step can then be carried out using any nonparametric smoother. We illustrate the technique using data from the physical sciences.\u

Topics:
Dimension reduction, Principal component regression, Principal curves, Smoothing

Publisher: Springer

Year: 2010

DOI identifier: 10.1007/978-3-642-01044-6_64

OAI identifier:
oai:dro.dur.ac.uk.OAI2:7802

Provided by:
Durham Research Online

Downloaded from
http://dro.dur.ac.uk/7802/1/7802.pdf

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