Variational discriminant analysis with variable selection
DOI10.1007/s11222-020-09928-8zbMath1447.62077arXiv1812.06605OpenAlexW3007910152MaRDI QIDQ2195837
Michael Stewart, Weichang Yu, John T. Ormerod
Publication date: 27 August 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.06605
classificationdiscriminant analysisfast algorithmsvariable selectionmultiple hypothesis testscake priorsvariational Bayes approximation
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07)
Related Items (3)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Regularized linear discriminant analysis and its application in microarrays
- On statistics, computation and scalability
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Classification and clustering of sequencing data using a Poisson model
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
- Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
- Feature selection in omics prediction problems using cat scores and false nondiscovery rate control
- High-dimensional classification using features annealed independence rules
- The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
- Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
- Mean field variational Bayesian inference for support vector machine classification
- General sparse multi-class linear discriminant analysis
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- The control of the false discovery rate in multiple testing under dependency.
- Higher criticism for detecting sparse heterogeneous mixtures.
- Support-vector networks
- Two-group classification with high-dimensional correlated data: a factor model approach
- Stability of feature selection in classification issues for high-dimensional correlated data
- Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
- A Factor Model Approach to Multiple Testing Under Dependence
- Penalized Classification using Fisher’s Linear Discriminant
- Explaining Variational Approximations
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A Direct Estimation Approach to Sparse Linear Discriminant Analysis
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- The horseshoe estimator for sparse signals
- Discriminant Functions When Covariance Matrices are Unequal
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Multiclass Sparse Discriminant Analysis
- Frequentist Consistency of Variational Bayes
- Seamless R and C++ Integration with Rcpp
- Minimum Sample Size Considerations for Two-Group Linear and Quadratic Discriminant Analysis with Rare Populations
- A comparison of prediction accuracy, complexity, and training time of thirty-three old and new classification algorithms
- Random forests
- Variational inference for Dirichlet process mixtures
This page was built for publication: Variational discriminant analysis with variable selection