gipsDA (Q7368879)
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Discriminant Analysis with Permutation-Invariant Covariance Models
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| default for all languages | No label defined |
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| English | gipsDA |
Discriminant Analysis with Permutation-Invariant Covariance Models |
Statements
Extends classical linear and quadratic discriminant analysis by incorporating permutation-group symmetries into covariance matrix estimation. Methods based on the 'gips' framework identify and impose permutation structures that regularize covariance estimates and improve stability and interpretability for symmetric or exchangeable features. The package provides pooled and class-specific covariance models, including multi-class variants with shared or independently estimated symmetry structures. The underlying methodology is described by Graczyk et al. (2022) <doi:10.1214/22-AOS2174> and Chojecki, Morgen, and Kołodziejek (2025) <doi:10.18637/jss.v112.i07>.
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1 October 2026
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Antoni Zbigniew Kingston
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