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Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth

Methodology 2017-05-11 v1 Statistics Theory Statistics Theory

Abstract

Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth. We believe that the proposed approach can find many applications in economics such as credit scoring (e.g. Altman (1968)) and can be extended to more general type of classifiers. In this discussion we would like to draw authors attention to the copula-based discriminant analysis (Han et al. (2013) and He et al. (2016)).

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Cite

@article{arxiv.1705.03659,
  title  = {Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth},
  author = {Roberto Casarin and Lorenzo Frattarolo and Luca Rossini},
  journal= {arXiv preprint arXiv:1705.03659},
  year   = {2017}
}

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2 pages