Sliced Average Variance Estimation for Tensor Data

Tensor data have been widely used in many fields,e.g.,modern biomedical imaging,chemometrics,and economics,but often suffer from some common issues as in high dimensional statistics.How to find their low-dimensional latent structure has been of great interest for statisticians.To this end,we develop two efficient tensor sufficient dimension reduction methods based on the sliced average variance estimation(SAVE)to estimate the corresponding dimension reduction subspaces.The first one,entitled tensor sliced average variance estimation(TSAVE),works well when the response is discrete or takes finite values,but is not■consistent for continuous response;the second one,named bias-correction tensor sliced average variance estimation(CTSAVE),is a de-biased version of the TSAVE method.The asymptotic properties of both methods are derived under mild conditions.Simulations and real data examples are also provided to show the superiority of the efficiency of the developed methods.