Fast rate of convergence in high-dimensional linear discriminant analysis (Q3021183): Difference between revisions

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+Adapting to unknown sparsity by controlling the false discovery rate
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+Fast learning rates for plug-in classifiers
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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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+Regularized estimation of large covariance matrices
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+Modern statistical estimation via oracle inequalities
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+Feature selection by higher criticism thresholding achieves the optimal phase diagram
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+Ideal spatial adaptation by wavelet shrinkage
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+Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
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+Minimax estimation via wavelet shrinkage
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+High-dimensional classification using features annealed independence rules
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+Semigroup stationary processes and spectral representation
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+Innovated higher criticism for detecting sparse signals in correlated noise
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+Adaptive estimation of a quadratic functional by model selection.
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+Adaptive covariance estimation of locally stationary processes
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+Smooth discrimination analysis
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+Risk bounds for statistical learning
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+Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
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+Optimal aggregation of classifiers in statistical learning.
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+Minimax nonparametric classification .I. Rates of convergence
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+Stochastic Deconvolution Over Groups
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