Statistics 8931
Dimension Reduction
Fall 2011
This is a topics course on dimension reduction, mostly for regression.
Nearly all of the material will come from notes and the literature. More
information on the course is available in the syllabus.
Instructor:
R. Dennis Cook,
dennis@stat.umn.edu
Syllabus: The first assigmnent is
included with this syllabus.
Bibliogaphy: This is
the web page for the dimension reduction working group. It contains a
partially annotated bibliography that is frequently updated.
Fisher Lecture: This is a written
version of the 2005 Fisher Lecture. It will form the basis
for several lectures in this course.
Here are some potentially useful links:
"Dimension
reduction: a guided tour" by C. Burges". This is a preprint of the
Burges paper needed for Assignment 1 which contains a citation to the published
work.
LDR, a Matlab package for many recent dimension reduction methods.
Adelaide
archive of Fisher's papers,
Web site for Regression
Graphics.