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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 many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is…

Statistics Theory · Mathematics 2011-05-19 Jun Shao , Yazhen Wang , Xinwei Deng , Sijian Wang

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

Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms

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

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

Machine Learning · Statistics 2015-01-13 Dong Xia

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) is a well-known method for multiclass classification and dimensionality reduction. However, in general, ordinary LDA does not achieve high prediction accuracy when observations in some classes are…

Methodology · Statistics 2021-07-07 Kei Hirose , Kanta Miura , Atori Koie

Psychological research often focuses on examining group differences in a set of numeric variables for which normality is doubtful. Longitudinal studies enable the investigation of developmental trends. For instance, a recent study…

Applications · Statistics 2023-10-05 Ricarda Graf , Marina Zeldovich , Sarah Friedrich

Linear discriminant analysis (LDA) is a popular technique to learn the most discriminative features for multi-class classification. A vast majority of existing LDA algorithms are prone to be dominated by the class with very large deviation…

Machine Learning · Computer Science 2020-09-28 Caixia Yan , Xiaojun Chang , Minnan Luo , Qinghua Zheng , Xiaoqin Zhang , Zhihui Li , Feiping Nie

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

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

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

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…

Machine Learning · Statistics 2011-12-08 Noah Simon , Rob Tibshirani

Linear discriminant analysis (LDA) based classifiers tend to falter in many practical settings where the training data size is smaller than, or comparable to, the number of features. As a remedy, different regularized LDA (RLDA) methods…

Machine Learning · Computer Science 2021-03-30 Alam Zaib , Tarig Ballal , Shahid Khattak , Tareq Y. Al-Naffouri

As the adoption of Artificial Intelligence (AI) models expands into critical real-world applications, ensuring the explainability of these models becomes paramount, particularly in sensitive fields such as medicine and finance. Linear…

Machine Learning · Computer Science 2024-10-10 Tuan L. Vo , Uyen Dang , Thu Nguyen

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Computation · Statistics 2025-01-09 Jocelyn T. Chi , Deanna Needell

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

Big data applications, such as medical imaging and genetics, typically generate datasets that consist of few observations n on many more variables p, a scenario that we denote as p>>n. Traditional data processing methods are often…

Data Analysis, Statistics and Probability · Physics 2016-05-18 Magnus O. Ulfarsson , Frosti Palsson , Jakob Sigurdsson , Johannes R. Sveinsson

In large-scale few-shot learning for classification problems, often there are a large number of classes and few high-dimensional observations per class. Previous model-based methods, such as Fisher's linear discriminant analysis (LDA),…

Methodology · Statistics 2025-04-16 Andrew Simpson , Semhar Michael
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