Covariance-engaged classification of sets via linear programming
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Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A direct approach for sparse quadratic discriminant analysis
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A direct estimation approach to sparse linear discriminant analysis
- A statistical approach to set classification by feature selection with applications to classification of histopathology images
- Adapting to unknown sparsity by controlling the false discovery rate
- Another look at distance-weighted discrimination
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Direct estimation of differential networks
- Distance-Weighted Discrimination
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional variable selection
- Innovated interaction screening for high-dimensional nonlinear classification
- Multiclass sparse discriminant analysis
- Nearest neighbour group-based classification
- Optimal classification in sparse Gaussian graphic model
- Penalized classification using Fisher's linear discriminant
- Regularized estimation of large covariance matrices
- Sparse inverse covariance estimation with the graphical lasso
- Sparse quadratic classification rules via linear dimension reduction
- Sparse Quadratic Discriminant Analysis For High Dimensional Data
- Stability selection. With discussion and authors' reply
- Support-vector networks
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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