Optimal discriminant analysis in high-dimensional latent factor models

DOI10.1214/23-AOS2289arXiv2210.12862MaRDI QIDQ6136589

Marten H. Wegkamp, Xin Bing

Publication date: 31 August 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.12862

zbMATH Keywords

discriminant analysisdimension reductionoptimal rate of convergenceprincipal component regressionlatent factor modelhigh-dimensional classification

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Optimal discriminant analysis in high-dimensional latent factor models ⋮ Statistics and learning theory in the era of artificial intelligence. Abstracts from the workshop held June 23--28, 2024

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