Improving implementation of linear discriminant analysis for the high dimension/small sample size problem

DOI10.1016/j.csda.2007.02.001zbMath1452.62470OpenAlexW1982486391MaRDI QIDQ1020830

Jurjen Duintjer Tebbens, Pavel Schlesinger

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.02.001

zbMATH Keywords

dimension reductionsparsitylinear discriminant analysissmall sample size problemnumerical aspects of FLDA

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (10)

On sparse linear discriminant analysis algorithm for high-dimensional data classification ⋮ Recipes for sparse LDA of horizontal data ⋮ Classification of biomedical signals for differential diagnosis of Raynaud's phenomenon ⋮ Geometric distribution weight information modeled using radial basis function with fractional order for linear discriminant analysis method ⋮ Simple and interpretable discrimination ⋮ Modified linear discriminant analysis approaches for classification of high-dimensional microarray data ⋮ Alternating direction method of multipliers for penalized zero-variance discriminant analysis ⋮ Editorial: Statistical learning methods including dimensionality reduction ⋮ Penalized Classification using Fisher’s Linear Discriminant ⋮ The Asymptotic Approximation of EPMC for Linear Discriminant Rules Using a Moore-Penrose Inverse Matrix in High Dimension

Uses Software

• LAPACK
• Matlab
• R
• JDQR
• MASS (R)
• JDQZ

Cites Work

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• A generalized Foley–Sammon transform based on generalized fisher discriminant criterion and its application to face recognition
• Structure Preserving Dimension Reduction for Clustered Text Data Based on the Generalized Singular Value Decomposition
• Templates for the Solution of Algebraic Eigenvalue Problems
• Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data
• An Algorithm for Generalized Matrix Eigenvalue Problems

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