On the dimension effect of regularized linear discriminant analysis (Q1786573): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	On the dimension effect of regularized linear discriminant analysis	scientific article

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scholarly article

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On the dimension effect of regularized linear discriminant analysis (English)

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Electronic Journal of Statistics

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publication date

24 September 2018

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full work available at URL

https://arxiv.org/abs/1710.03136

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https://projecteuclid.org/euclid.ejs/1536976838

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zbMATH Keywords

dimension effect

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linear discriminant analysis

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random matrix theory

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regularized linear discriminant analysis

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Wishart distribution

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asymptotic misclassification errors

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data

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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

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Asymptotic properties of eigenmatrices of a large sample covariance matrix

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On asymptotics of eigenvectors of large sample covariance matrix

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Spectral analysis of large dimensional random matrices

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Statistical significance in high-dimensional linear models

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A Direct Estimation Approach to Sparse Linear Discriminant Analysis

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Two-Sample Test of High Dimensional Means Under Dependence

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Scale adjustments for classifiers in high-dimensional, low sample size settings

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A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies

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Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data

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Integration with respect to the Haar measure on unitary, orthogonal and symplectic group

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On the mean and variance of the generalized inverse of a singular Wishart matrix

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High-dimensional asymptotics of prediction: ridge regression and classification

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Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data

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Spectrum estimation for large dimensional covariance matrices using random matrix theory

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High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation

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A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant

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Regularized linear discriminant analysis and its application in microarrays

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Classifier technology and the illusion of progress

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Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification

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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions

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Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

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Eigenvectors of some large sample covariance matrix ensembles

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On two simple and effective procedures for high dimensional classification of general populations

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A direct approach to sparse discriminant analysis in ultra-high dimensions

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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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General moments of the inverse real Wishart distribution and orthogonal Weingarten functions

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A Closer Look at Two Alternative Methods of Statistical Discrimination

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Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension

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Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices

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Sparse linear discriminant analysis by thresholding for high dimensional data

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High Dimensional Ordinary Least Squares Projection for Screening Variables

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Shrinkage estimation of large dimensional precision matrix using random matrix theory

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Generalized Consistent Error Estimator of Linear Discriminant Analysis

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Identifiers

zbMATH Open document ID

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10.1214/18-EJS1469

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1786573

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