A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390)
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scientific article; zbMATH DE number 7162899
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| English | A consistent variable selection method in high-dimensional canonical discriminant analysis |
scientific article; zbMATH DE number 7162899 |
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A consistent variable selection method in high-dimensional canonical discriminant analysis (English)
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5 February 2020
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The main result of this paper is the so-called modified Kick-One-Out method based on the high-dimensionality-adjusted consistent information criterion. Namely, the sufficient conditions for the consistency of this method are formulated. It is reported that the proposed method outperforms several contemporary approaches based on the multi-group sparse discriminant analyses. The efficiency of the proposed method is demonstrated both on the synthetic dataset and real data from material science applications.
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consistency
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variable selection
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canonical discriminant analysis
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0.8267321586608887
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0.8029400110244751
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0.7692424058914185
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0.7686340808868408
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0.7655355334281921
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