A U-classifier for high-dimensional data under non-normality
From MaRDI portal
(Redirected from Publication:1661350)
A \(U\)-classifier for high-dimensional data under non-normality
A \(U\)-classifier for high-dimensional data under non-normality
Abstract: A classifier for two or more samples is proposed when the data are high-dimensional and the underlying distributions may be non-normal. The classifier is constructed as a linear combination of two easily computable and interpretable components, the -component and the -component. The -component is a linear combination of -statistics which are averages of bilinear forms of pairwise distinct vectors from two independent samples. The -component is the discriminant score and is a function of the projection of the -component on the observation to be classified. Combined, the two components constitute an inherently bias-adjusted classifier valid for high-dimensional data. The simplicity of the classifier helps conveniently study its properties, including its asymptotic normal limit, and extend it to multi-sample case. The classifier is linear but its linearity does not rest on the assumption of homoscedasticity. Probabilities of misclassification and asymptotic properties of their empirical versions are discussed in detail. Simulation results are used to show the accuracy of the proposed classifier for sample sizes as small as 5 or 7 and any large dimensions. Applications on real data sets are also demonstrated.
Recommendations
- Geometric classifier for multiclass, high-dimensional data
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
- Minimum distance classification rules for high dimensional data
- Robust centroid based classification with minimum error rates for high dimension, low sample size data
Cites work
- scientific article; zbMATH DE number 4020230 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1249686 (Why is no real title available?)
- scientific article; zbMATH DE number 491591 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3347516 (Why is no real title available?)
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A direct estimation approach to sparse linear discriminant analysis
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
- A modified linear discriminant analysis for high-dimensional data
- A weak invariance principle for weighted U-statistics with varying kernels
- Approximation Theorems of Mathematical Statistics
- Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes
- Asymptotic Statistics
- Bias-corrected diagonal discriminant rules for high-dimensional classification
- Clustering and classification problems in genetics through U-statistics
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Decomposability of high-dimensional diversity measures: quasi-U-statistics, martingales and nonstandard asymptotics
- Geometric classifier for multiclass, high-dimensional data
- High-dimensional classification using features annealed independence rules
- Innovated interaction screening for high-dimensional nonlinear classification
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Location-invariant tests of homogeneity of large-dimensional covariance matrices
- Matrix mathematics. Theory, facts, and formulas
- Penalized classification using Fisher's linear discriminant
- Scale adjustments for classifiers in high-dimensional, low sample size settings
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse Quadratic Discriminant Analysis For High Dimensional Data
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Sparsifying the Fisher linear discriminant by rotation
- Tests for high-dimensional regression coefficients with factorial designs
- The central limit theorem for degenerate variable \(U\)-statistics under dependence
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
Cited in
(2)
This page was built for publication: A \(U\)-classifier for high-dimensional data under non-normality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661350)
