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We study the classification problem for high-dimensional data with $n$ observations on $p$ features where the $p \times p$ covariance matrix $\Sigma$ exhibits a spiked eigenvalue structure and the vector $\zeta$, given by the difference…

Machine Learning · Statistics 2026-02-12 Yin-Jen Chen , Minh Tang

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

Methodology · Statistics 2021-04-10 G. Durif , L. Modolo , J. Michaelsson , J. E. Mold , S. Lambert-Lacroix , F. Picard

In binary classification, imbalance refers to situations in which one class is heavily under-represented. This issue is due to either a data collection process or because one class is indeed rare in a population. Imbalanced classification…

Methodology · Statistics 2022-01-07 Arezou Mojiri , Abbas Khalili , Ali Zeinal Hamadani

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

Methodology · Statistics 2021-01-22 Xiaoyu Hu , Fang Yao

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

In many modern computer application problems, the classification of image data plays an important role. Among many different supervised machine learning models, convolutional neural networks (CNNs) and linear discriminant analysis (LDA) as…

Computer Vision and Pattern Recognition · Computer Science 2024-11-01 Axel Klawonn , Martin Lanser , Janine Weber

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

In this work we suggest a statistical mechanics approach to the classification of high-dimensional data according to a binary label. We propose an algorithm whose aim is twofold: First it learns a classifier from a relatively small number…

Statistical Mechanics · Physics 2009-07-22 Andrea Pagnani , Francesca Tria , Martin Weigt

Linear Discriminant Analysis (LDA) is a well-known technique for feature extraction and dimension reduction. The performance of classical LDA, however, significantly degrades on the High Dimension Low Sample Size (HDLSS) data for the…

Machine Learning · Computer Science 2023-03-09 Sijia Yang , Haoyi Xiong , Kaibo Xu , Licheng Wang , Jiang Bian , Zeyi Sun

Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…

Methodology · Statistics 2012-06-18 Seyoung Kim , Eric P. Xing

In the big data era researchers face a series of problems. Even standard approaches/methodologies, like linear regression, can be difficult or problematic with huge volumes of data. Traditional approaches for regression in big datasets may…

Methodology · Statistics 2024-11-13 Vasilis Chasiotis , Dimitris Karlis

Many computer vision and medical imaging problems are faced with learning from large-scale datasets, with millions of observations and features. In this paper we propose a novel efficient learning scheme that tightens a sparsity constraint…

Machine Learning · Statistics 2017-02-07 Adrian Barbu , Yiyuan She , Liangjing Ding , Gary Gramajo

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 novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

The performance of machine learning and pattern recognition algorithms generally depends on data representation. That is why, much of the current effort in performing machine learning algorithms goes into the design of preprocessing…

Machine Learning · Computer Science 2025-10-28 Fadi Dornaika , Ahmad Khoder , Abdelmalik Moujahid , Wassim Khoder

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$…

Computation · Statistics 2018-11-13 Ofer Shwartz , Boaz Nadler