Dynamic Supervised Principal Component Analysis for Classification
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A direct approach for sparse quadratic discriminant analysis
- A direct estimation approach to sparse linear discriminant analysis
- A new reduced-rank linear discriminant analysis method and its applications
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
- A road to classification in high dimensional space: the regularized optimal affine discriminant
- Dynamic Principal Component Analysis in High Dimensions
- Dynamic Supervised Principal Component Analysis for Classification
- Dynamic linear discriminant analysis in high dimensional space
- High-dimensional classification using features annealed independence rules
- Nonparametric covariance model
- Nonparametric estimation of large covariance matrices with conditional sparsity
- On the distribution of the largest eigenvalue in principal components analysis
- Penalized classification using Fisher's linear discriminant
- Quadratic Discriminant Analysis for High-Dimensional Data
- Quadratic discriminant analysis by projection
- Regularized linear discriminant analysis and its application in microarrays
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse Quadratic Discriminant Analysis For High Dimensional Data
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Sparsifying the Fisher linear discriminant by rotation
- The Elements of Statistical Learning
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