High-dimensional linear discriminant analysis classifier for spiked covariance model

MaRDI QIDQ4969179zbMATH OpenFDO

Authors Houssem Sifaou, Abla Kammoun, Mohamed-Slim Alouini

Publication date 5 October 2020

Full work available at URL https://jmlr.csail.mit.edu/papers/v21/19-428.html

zbMATH Keywords

high-dimensional datalinear discriminant analysisrandom matrix theoryspiked covariance models

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• A well-conditioned estimator for large-dimensional covariance matrices
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• High-dimensional asymptotics of prediction: ridge regression and classification
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• High-Dimensional MVDR Beamforming: Optimized Solutions Based on Spiked Random Matrix Models
• On consistency and sparsity for principal components analysis in high dimensions
• On detection of the number of signals in presence of white noise
• On estimation of the noise variance in high dimensional probabilistic principal component analysis
• On the dimension effect of regularized linear discriminant analysis
• Optimal shrinkage of eigenvalues in the spiked covariance model
• Pattern recognition and machine learning.
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• Shrinkage Estimators for Covariance Matrices
• Sparse linear discriminant analysis by thresholding for high dimensional data
• Spectrum estimation for large dimensional covariance matrices using random matrix theory
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(5)

• Nonparametric discriminant analysis with network structures in predictor
• High dimensional binary classification under label shift: phase transition and regularization
• Optimal Linear Discriminant Analysis for High-Dimensional Functional Data
• High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector
• Non-splitting Neyman-Pearson classifiers

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