Bayesian discriminant analysis using a high dimensional predictor

DOI10.1007/s13171-018-0140-zzbMath1422.62218OpenAlexW2885481047MaRDI QIDQ2316972

Xingqi Du, Subhashis Ghosal

Publication date: 7 August 2019

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-018-0140-z

zbMATH Keywords

discriminant analysissparsityposterior concentrationshrinkage priorhigh dimensional predictor

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Bayesian inference (62F15)

Related Items (2)

High-dimensional Bayesian network classification with network global-local shrinkage priors ⋮ Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error

Uses Software

• glasso
• EMVS

Cites Work

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