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Quadratic discriminant analysis (QDA) is a widely used classification technique that generalizes the linear discriminant analysis (LDA) classifier to the case of distinct covariance matrices among classes. For the QDA classifier to yield…

Machine Learning · Computer Science 2020-06-26 Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Methodology · Statistics 2023-10-17 Ruiyang Wu , Ning Hao

Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms

Quadratic discriminant analysis (QDA) is a standard tool for classification due to its simplicity and flexibility. Because the number of its parameters scales quadratically with the number of the variables, QDA is not practical, however,…

Methodology · Statistics 2018-09-06 Binyan Jiang , Xiangyu Wang , Chenlei Leng

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on…

Machine Learning · Statistics 2019-06-07 Benyamin Ghojogh , Mark Crowley

Quadratic discriminant analysis (QDA) is a widely used method for classification problems, particularly preferable over Linear Discriminant Analysis (LDA) for heterogeneous data. However, QDA loses its effectiveness in high-dimensional…

Machine Learning · Computer Science 2025-03-19 Wenya Luo , Hua Li , Zhidong Bai , Zhijun Liu

Quadratic discriminant analysis (QDA) is a simple method to classify a subject into two populations, and was proven to perform as well as the Bayes rule when the data dimension p is fixed. The main purpose of this paper is to examine the…

Statistics Theory · Mathematics 2018-08-31 Qing Yang , Guang Cheng

The use of quadratic discriminant analysis (QDA) or its regularized version (R-QDA) for classification is often not recommended, due to its well-acknowledged high sensitivity to the estimation noise of the covariance matrix. This becomes…

Machine Learning · Statistics 2020-09-15 Amine Bejaoui , Khalil Elkhalil , Abla Kammoun , Mohamed Slim Alouni , Tarek Al-Naffouri

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

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

Researchers in the behavioral and social sciences use linear discriminant analysis (LDA) for predictions of group membership (classification) and for identifying the variables most relevant to group separation among a set of continuous…

Methodology · Statistics 2025-05-28 Ricarda Graf , Marina Zeldovich , Sarah Friedrich

Probabilistic linear discriminant analysis (PLDA) is commonly used in speaker verification systems to score the similarity of speaker embeddings. Recent studies improved the performance of PLDA in domain-matched conditions by diagonalizing…

Sound · Computer Science 2022-12-07 Zhiyuan Peng , Mingjie Shao , Xuanji He , Xu Li , Tan Lee , Ke Ding , Guanglu Wan

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

Quadratic discriminant analysis (QDA) is a widely used statistical tool to classify observations from different multivariate Normal populations. The generalized quadratic discriminant analysis (GQDA) classification rule/classifier, which…

Methodology · Statistics 2020-04-15 Abhik Ghosh , Rita SahaRay , Sayan Chakrabarty , Sayan Bhadra

This paper investigates the effectiveness of using the Random Projection Ensemble (RPE) approach in Quadratic Discriminant Analysis (QDA) for ultrahigh-dimensional classification problems. Classical methods such as Linear Discriminant…

Methodology · Statistics 2025-07-10 Annesha Deb , Minerva Mukhopadhyay , Subhajit Dutta

Linear and Quadratic Discriminant Analysis (LDA and QDA) are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonckheere , Frederic Pascal

As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the…

Machine Learning · Computer Science 2019-07-02 Feiping Nie , Hua Wang , Zheng Wang , Heng Huang

Linear Discriminant Analysis (LDA) is a fundamental method for classification. Its simple linear structure facilitates interpretation, and it is naturally suited to multi-class settings. LDA is also closely connected to several classical…

Methodology · Statistics 2026-04-09 Xin Bing , Bingqing Li , Marten Wegkamp

In this paper, we propose a new variant of Linear Discriminant Analysis (LDA) to solve multi-label classification tasks. The proposed method is based on a probabilistic model for defining the weights of individual samples in a weighted…

Machine Learning · Computer Science 2020-04-10 Lei Xu , Jenni Raitoharju , Alexandros Iosifidis , Moncef Gabbouj
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