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Classical discriminant analysis (DA) is based on the mean and empirical covariance matrix of each class, both of which are sensitive to outliers in the data. In the past the focus was on casewise outliers, that is, datapoints that lie far…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Can Hakan Dagidir , Mia Hubert , Peter J. Rousseeuw

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

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

Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…

Machine Learning · Computer Science 2025-08-25 Shuilian Xie , Mahdi Imani , Edward R. Dougherty , Ulisses M. Braga-Neto

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

Linear discriminant analysis (LDA), a traditional classification tool, suffers from limitations such as sensitivity to noise and computational challenges when dealing with non-invertible within-class scatter matrices. Traditional stepwise…

Methodology · Statistics 2025-05-26 Siyu Wang , Kehui Yao

High-dimensional data arise routinely in modern statistics, econometrics, finance, genomics, and machine learning. While a large body of existing methodology is developed under Gaussian or light-tailed assumptions, many real data sets…

Methodology · Statistics 2026-04-16 Long Feng

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

In this paper, we propose a new variant of Linear Discriminant Analysis to overcome underlying drawbacks of traditional LDA and other LDA variants targeting problems involving imbalanced classes. Traditional LDA sets assumptions related to…

Computer Vision and Pattern Recognition · Computer Science 2018-02-20 Lei Xu , Alexandros Iosifidis , Moncef Gabbouj

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

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

We revisit Deep Linear Discriminant Analysis (Deep LDA) from a likelihood-based perspective. While classical LDA is a simple Gaussian model with linear decision boundaries, attaching an LDA head to a neural encoder raises the question of…

Machine Learning · Statistics 2026-02-23 Maxat Tezekbayev , Arman Bolatov , Zhenisbek Assylbekov

High-dimensional classification and feature selection tasks are ubiquitous with the recent advancement in data acquisition technology. In several application areas such as biology, genomics and proteomics, the data are often functional in…

Machine Learning · Statistics 2021-09-30 W Yu , S Wade , H D Bondell , L Azizi

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

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

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

Fisher's linear discriminant analysis (FLDA) is an important dimension reduction method in statistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homoscedastic Gaussian assumption. However,…

Machine Learning · Statistics 2013-04-23 Wei Bian , Dacheng Tao

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

Methodology · Statistics 2025-12-18 Seungyeon Oh , Seongoh Park , Hoyoung Park

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…

Methodology · Statistics 2026-01-12 Yuchao Wang , Tianying Wang

Under normality and homoscedasticity assumptions, Linear Discriminant Analysis (LDA) is known to be optimal in terms of minimising the Bayes error for binary classification. In the heteroscedastic case, LDA is not guaranteed to minimise…

Machine Learning · Computer Science 2017-03-27 Kojo Sarfo Gyamfi , James Brusey , Andrew Hunt , Elena Gaura