Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
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Publication:2000734
DOI10.1007/S10463-018-0655-ZzbMATH Open1420.62267arXiv1710.10768OpenAlexW2964119980MaRDI QIDQ2000734FDOQ2000734
Kazuyoshi Yata, Makoto Aoshima
Publication date: 28 June 2019
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Abstract: We consider classifiers for high-dimensional data under the strongly spiked eigenvalue (SSE) model. We first show that high-dimensional data often have the SSE model. We consider a distance-based classifier using eigenstructures for the SSE model. We apply the noise reduction methodology to estimation of the eigenvalues and eigenvectors in the SSE model. We create a new distance-based classifier by transforming data from the SSE model to the non-SSE model. We give simulation studies and discuss the performance of the new classifier. Finally, we demonstrate the new classifier by using microarray data sets.
Full work available at URL: https://arxiv.org/abs/1710.10768
asymptotic normalitydata transformationdiscriminant analysisnoise-reduction methodologylarge \(p\) small \(n\)spiked model
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cited In (17)
- Asymptotic properties of multiclass support vector machine under high dimensional settings
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings
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- Test for high-dimensional outliers with principal component analysis
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
- Robust support vector machine for high-dimensional imbalanced data
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