Discriminant analysis with a stochastic supervisor (Q579797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminant analysis with a stochastic supervisor |
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Discriminant analysis with a stochastic supervisor (English)
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1987
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We consider the problem of linear discriminant analysis for two p-variate normal distributions with a common covariance matrix, where the initial sample classification is done stochastically. Assuming a Beta model for this classification variable and its independence of the observed variable for each group, we derive the EM algorithm for maximum likelihood estimation of the parameters.
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initial sample stochastic classification
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stochastic supervision
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linear discriminant analysis
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p-variate normal distributions
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common covariance matrix
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Beta model
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EM algorithm
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maximum likelihood estimation
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