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We introduce a novel sufficient dimension-reduction (SDR) method which is robust against outliers using α-distance covariance (dCov)in dimension-reduction problems. Under very mild conditions on the predictors, the central subspace is effectively estimated and model-free without estimating link function based on the projection on the Stiefel manifold. We establish the convergence property of the pro-posed estimation under some regularity conditions. We compare the performance of our method with existing SDR methods by simulation and real data analysis and show that our algorithm improves the computational efficiency and effectiveness. 

While matrix-covariate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional matrix-valued covariates. To address these issues, this paper proposes a framework of matrix-covariate regression models based on a low-rank constraint and an additional regularization term for structured signals, with considerations of models of both continuous and binary responses. We propose an efficient Riemannian-steepest-descent algorithm for regression coefficient estimation. We prove that the consistency of the proposed estimator is in the order of O(sqrt{r(q+m)+p}/sqrt{n}), where r is the rank, p x m is the dimension of the coefficient matrix and p is the dimension of the coefficient vector. When the rank r is small, this rate improves over O(sqrt{qm+p}/sqrt{n}), the consistency of the existing work (Li et al. in Electron J Stat 15:1909-1950, 2021) that does not apply a rank constraint. In addition, we prove that all accumulation points of the iterates have similar estimation errors asymptotically and substantially attaining the minimax rate. We validate the proposed method through a simulated dataset on two-dimensional shape images and two real datasets of brain signals and microscopic leucorrhea images.