L1 least squares for sparse high-dimensional LDA

DOI10.1214/17-EJS1288MaRDI QIDQ2396352zbMATH OpenOpenAlexFDO

Authors Jinzhu Jia, Yan-Fang Li

Publication date 8 June 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1496390436

zbMATH Keywords

Lassolinear discriminant analysissparsitycovariance matrixhigh-dimensional LDA

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Joint association and classification analysis of multi‐view data
• Prediction and estimation consistency of sparse multi-class penalized optimal scoring
• scientific article; zbMATH DE number 7370646 (Why is no real title available?)
• Graph-based sparse linear discriminant analysis for high-dimensional classification
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• Concentration inequalities for statistical inference
• Fast rate of convergence in high-dimensional linear discriminant analysis
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• Penalized classification using Fisher's linear discriminant

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