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In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is…

Statistics Theory · Mathematics 2011-05-19 Jun Shao , Yazhen Wang , Xinwei Deng , Sijian Wang

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

Machine Learning · Computer Science 2012-07-03 Luis Francisco Sanchez Merchante , Yves Grandvalet , Gerrad Govaert

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An $l_1$ minimization method is used to select the…

Methodology · Statistics 2013-04-23 Cheng Wang , Longbing Cao , Baiqi Miao

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

Machine Learning · Statistics 2015-01-13 Dong Xia

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA…

Machine Learning · Statistics 2016-10-18 Lu Tian , Quanquan Gu

It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotically Bayes. However, there are numerous modern applications…

Machine Learning · Statistics 2014-09-17 Irina Gaynanova , James G. Booth , Martin T. Wells

High-dimensional data that evolve dynamically feature predominantly in the modern data era. As a partial response to this, recent years have seen increasing emphasis to address the dimensionality challenge. However, the non-static nature of…

Methodology · Statistics 2019-01-21 Binyan Jiang , Ziqi Chen , Chenlei Leng

Classification is an important tool with many useful applications. Among the many classification methods, Fisher's Linear Discriminant Analysis (LDA) is a traditional model-based approach which makes use of the covariance information.…

Machine Learning · Statistics 2015-09-21 Qiyi Lu , Xingye Qiao

Linear discriminant analysis (LDA) is an important classification tool in statistics and machine learning. This paper investigates the varying coefficient LDA model for dynamic data, with Bayes' discriminant direction being a function of…

Methodology · Statistics 2022-10-11 Yajie Bao , Yuyang Liu

We introduce Deep Linear Discriminant Analysis (DeepLDA) which learns linearly separable latent representations in an end-to-end fashion. Classic LDA extracts features which preserve class separability and is used for dimensionality…

Machine Learning · Computer Science 2016-02-18 Matthias Dorfer , Rainer Kelz , Gerhard Widmer

The focus of this paper is to extend Fisher's linear discriminant analysis (LDA) to both densely re-corded functional data and sparsely observed longitudinal data for general $c$-category classification problems. We propose an efficient…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

Computation · Statistics 2026-04-06 Cencheng Shen , Yuexiao Dong

Linear discriminant analysis (LDA) is a widely used technique for data classification. The method offers adequate performance in many classification problems, but it becomes inefficient when the data covariance matrix is ill-conditioned.…

Machine Learning · Statistics 2024-02-08 Maaz Mahadi , Tarig Ballal , Muhammad Moinuddin , Tareq Y. Al-Naffouri , Ubaid M. Al-Saggaf

In real life, we frequently come across data sets that involve some independent explanatory variable(s) generating a set of ordinal responses. These ordinal responses may correspond to an underlying continuous latent variable, which is…

Methodology · Statistics 2024-01-08 Arijit Pyne , Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

Linear discriminant analysis (LDA) is a typical method for classification problems with large dimensions and small samples. There are various types of LDA methods that are based on the different types of estimators for the covariance…

Methodology · Statistics 2023-03-07 Jaehoan Kim , Hoyoung Park , Junyong Park

This paper aims to develop an optimality theory for linear discriminant analysis in the high-dimensional setting. A data-driven and tuning free classification rule, which is based on an adaptive constrained $\ell_1$ minimization approach,…

Methodology · Statistics 2018-04-10 T. Tony Cai , Linjun Zhang

The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which…

Machine Learning · Statistics 2015-03-13 Florin Popescu , Daniel Renz

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

We study the estimation of the linear discriminant with projection pursuit, a method that is blind in the sense that it does not use the class labels in the estimation. Our viewpoint is asymptotic and, as our main contribution, we derive…

Statistics Theory · Mathematics 2023-08-15 Una Radojicic , Klaus Nordhausen , Joni Virta
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