Sparse quadratic classification rules via linear dimension reduction (Q6032761)
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scientific article; zbMATH DE number 6997758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse quadratic classification rules via linear dimension reduction |
scientific article; zbMATH DE number 6997758 |
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Sparse quadratic classification rules via linear dimension reduction (English)
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4 January 2019
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The main contribution of this paper is the new quadratic classifier based on discriminant analysis via projections (DAP). As part of the efficient convex optimization procedure the proposed DAP method combines the variable selection and projection of the original data on a lower-dimensional space. Both simulated and real data are employed to demonstrate the efficiency of the proposed method.
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convex optimization
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discriminant analysis
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high-dimensional statistics
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variable selection
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Bayes rule
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