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We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

Statistics Theory · Mathematics 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

This paper introduces a novel framework for dynamic classification in high dimensional spaces, addressing the evolving nature of class distributions over time or other index variables. Traditional discriminant analysis techniques are…

Methodology · Statistics 2025-02-18 Wenbo Ouyang , Ruiyang Wu , Ning Hao , Hao Helen Zhang

Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…

Methodology · Statistics 2024-01-03 Binyan Jiang , Chenlei Leng , Cheng Wang , Zhongqing Yang , Xinyang Yu

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

We propose a novel linear discriminant analysis approach for the classification of high-dimensional matrix-valued data that commonly arises from imaging studies. Motivated by the equivalence of the conventional linear discriminant analysis…

Methodology · Statistics 2019-05-06 Wei Hu , Weining Shen , Hua Zhou , Dehan Kong

For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to…

Machine Learning · Statistics 2011-11-10 Jianqing Fan , Yang Feng , Xin Tong

In high-dimensional classification problems, a commonly used approach is to first project the high-dimensional features into a lower dimensional space, and base the classification on the resulting lower dimensional projections. In this…

Statistics Theory · Mathematics 2025-08-05 Xin Bing , Marten Wegkamp

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

Covariance and Hessian matrices have been analyzed separately in the literature for classification problems. However, integrating these matrices has the potential to enhance their combined power in improving classification performance. We…

Machine Learning · Computer Science 2024-10-10 Agus Hartoyo , Jan Argasiński , Aleksandra Trenk , Kinga Przybylska , Anna Błasiak , Alessandro Crimi

Learning predictive models from small high-dimensional data sets is a key problem in high-dimensional statistics. Expert knowledge elicitation can help, and a strong line of work focuses on directly eliciting informative prior distributions…

Machine Learning · Computer Science 2019-03-19 Homayun Afrabandpey , Tomi Peltola , Samuel Kaski

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…

Machine Learning · Statistics 2013-06-28 Mladen Kolar , Han Liu

Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art…

Machine Learning · Computer Science 2012-07-02 Koby Crammer , Amir Globerson

In this paper, we develop a systematic theory for high dimensional analysis of variance in multivariate linear regression, where the dimension and the number of coefficients can both grow with the sample size. We propose a new \emph{U}~type…

Methodology · Statistics 2023-01-12 Zhipeng Lou , Xianyang Zhang , Wei Biao Wu

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Semi-supervised learning is an important and active topic of research in pattern recognition. For classification using linear discriminant analysis specifically, several semi-supervised variants have been proposed. Using any one of these…

Machine Learning · Statistics 2014-11-18 Jesse H. Krijthe , Marco Loog

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

Feature selection is frequently used as a pre-processing step to machine learning. It is a process of choosing a subset of original features so that the feature space is optimally reduced according to a certain evaluation criterion. The…

Computer Vision and Pattern Recognition · Computer Science 2014-01-07 Vijendra Singh , Shivani Pathak

High-dimensional linear classifiers, such as the support vector machine (SVM) and distance weighted discrimination (DWD), are commonly used in biomedical research to distinguish groups of subjects based on a large number of features.…

Methodology · Statistics 2017-10-20 Tianmeng Lyu , Eric F. Lock , Lynn E. Eberly

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional…

Statistics Theory · Mathematics 2009-10-08 Jianqing Fan , Jinchi Lv

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
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