Related papers: Main and Interaction Effects Selection for Quadrat…
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,…
Quadratic regression goes beyond the linear model by simultaneously including main effects and interactions between the covariates. The problem of interaction estimation in high dimensional quadratic regression has received extensive…
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…
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…
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…
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…
Quadratic discriminant analysis (QDA) is a widely used classification technique. Based on a training dataset, each class in the data is characterized by an estimate of its center and shape, which can then be used to assign unseen…
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…
Linear and Quadratic Discriminant analysis (LDA/QDA) are common tools for classification problems. For these methods we assume observations are normally distributed within group. We estimate a mean and covariance matrix for each group and…
For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a…
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…
Consider a two-class classification problem where we observe samples $(X_i, Y_i)$ for i = 1, ..., n, $X_i \in R^p$ and $Y_i$ in {0, 1}. Given $Y_i = k$, $X_i$ is assumed to follow a multivariate normal distribution with mean $\mu_k \in R^k$…
This paper is concerned with the problems of interaction screening and nonlinear classification in a high-dimensional setting. We propose a two-step procedure, IIS-SQDA, where in the first step an innovated interaction screening (IIS)…
In response to the challenges of data mining, discriminant analysis continues to evolve as a vital branch of statistics. Our recently introduced method of vertex discriminant analysis (VDA) is ideally suited to handle multiple categories…
Multi-group classification arises in many prediction and decision-making problems, including applications in epidemiology, genomics, finance, and image recognition. Although classification methods have advanced considerably, much of the…
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…
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…
Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…
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…
A brain computer interface (BCI) is a system which provides direct communication between the mind of a person and the outside world by using only brain activity (EEG). The event-related potential (ERP)-based BCI problem consists of a binary…