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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

Fisher Discriminant Analysis (FDA) is one of the essential tools for feature extraction and classification. In addition, it motivates the development of many improved techniques based on the FDA to adapt to different problems or data types.…

Machine Learning · Computer Science 2022-05-30 Thu Nguyen , Quang M. Le , Son N. T. Tu , Binh T. Nguyen

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

We propose a modification of linear discriminant analysis, referred to as compressive regularized discriminant analysis (CRDA), for analysis of high-dimensional datasets. CRDA is specially designed for feature elimination purpose and can be…

Methodology · Statistics 2018-04-12 Muhammad Naveed Tabassum , Esa Ollila

Discriminant analysis is a useful classification method. Variable selection for discriminant analysis is becoming more and more im- portant in a high-dimensional setting. This paper is concerned with the binary-class problems of main and…

Methodology · Statistics 2017-02-16 Deqiang Zheng , Jinzhu Jia , Xiangzhong Fang , Xiuhua Guo

Linear discriminant analysis (LDA) is a fundamental method for feature extraction and dimensionality reduction. Despite having many variants, classical LDA has its own importance, as it is a keystone in human knowledge about statistical…

Computer Vision and Pattern Recognition · Computer Science 2022-10-03 Sayed Kamaledin Ghiasi-Shirazi

Fisher discriminant analysis (FDA) is a widely used method for classification and dimensionality reduction. When the number of predictor variables greatly exceeds the number of observations, one of the alternatives for conventional FDA is…

Machine Learning · Statistics 2018-11-30 Agniva Chowdhury , Jiasen Yang , Petros Drineas

Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsistent. Existing theoretical analyses of RLDA often lack clear…

Machine Learning · Statistics 2025-07-23 Yonghan Zhang , Zhangni Pu , Lu Yan , Jiang Hu

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the…

Computation · Statistics 2026-02-12 Jocelyn T. Chi

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 a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…

Machine Learning · Statistics 2018-07-05 Sarah Elizabeth Romanes , John Thomas Ormerod , Jean YH Yang

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

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they…

Machine Learning · Computer Science 2018-03-28 Matthias S. Treder

Discriminant analysis (DA) is one of the most popular methods for classification due to its conceptual simplicity, low computational cost, and often solid performance. In its standard form, DA uses the arithmetic mean and sample covariance…

Methodology · Statistics 2026-05-12 Mia Hubert , Jakob Raymaekers , Peter J. Rousseeuw

Fisher Discriminant Analysis (FDA) is a subspace learning method which minimizes and maximizes the intra- and inter-class scatters of data, respectively. Although, in FDA, all the pairs of classes are treated the same way, some classes are…

Machine Learning · Statistics 2020-07-01 Benyamin Ghojogh , Milad Sikaroudi , H. R. Tizhoosh , Fakhri Karray , Mark Crowley

Various regularized linear discriminant analysis (LDA) methods have been proposed to address the problems of the classic methods in high-dimensional settings. Asymptotic optimality has been established for some of these methods in high…

Methodology · Statistics 2015-08-06 Ruiyan Luo , Xin Qi

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

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

Discriminating patients with Alzheimer's disease (AD) from healthy subjects is a crucial task in the research of Alzheimer's disease. The task can be potentially achieved by linear discriminant analysis (LDA), which is one of the most…

Methodology · Statistics 2020-05-05 Yingjie Li , Liangliang Zhang , Tapabrata Maiti