Pages that link to "Item:Q1763097"
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The following pages link to Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations (Q1763097):
Displayed 18 items.
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Regularization in statistics (Q882931) (← links)
- An extension of Fisher's discriminant analysis for stochastic processes (Q928855) (← links)
- Canonical correlation for stochastic processes (Q947155) (← links)
- Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size (Q947247) (← links)
- Regularization through variable selection and conditional MLE with application to classification in high dimensions (Q958795) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- High-dimensional classification using features annealed independence rules (Q1000303) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Data mining in electronic commerce (Q2381785) (← links)
- Persistence of plug-in rule in classification of high dimensional multivariate binary data (Q2382893) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities (Q2456008) (← links)
- The delta method for analytic functions of random operators with application to functional data (Q2469671) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data (Q3506488) (← links)