Software

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R Packages

TRES (Tensor Regression with Envelope Structure)

Summary: Provides three estimators for tensor response regression (TRR) and tensor predictor regression (TPR) models with tensor envelope structure. The three types of estimation approaches are generic and can be applied to any envelope estimation problems.

Reference: TRES: An R Package for Tensor Regression and Envelope Algorithms. Journal of Statistical Software, 99, 1-31.

Paper Codes

SEAS

Reference: Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction. Journal of the American Statistical Association, 119(545), 343–355.

LSLDA

Reference: An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions. Statistics Sinica, 33, 1249-1270.

GLAA

Reference: Generalized Liquid Association Analysis for Multimodal Data Integration. Journal of the American Statistical Association, 118(543), 1984–1996.