On two simple and effective procedures for high dimensional classification of general populations
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Publication:284189
DOI10.1007/S00362-015-0660-8zbMATH Open1336.62187arXiv1501.01763OpenAlexW2076636512MaRDI QIDQ284189FDOQ284189
Authors: Zhaoyuan Li, Jian-Feng Yao 
Publication date: 17 May 2016
Published in: Statistical Papers (Search for Journal in Brave)
Abstract: In this paper, we generalize two criteria, the determinant-based and trace-based criteria proposed by Saranadasa (1993), to general populations for high dimensional classification. These two criteria compare some distances between a new observation and several different known groups. The determinant-based criterion performs well for correlated variables by integrating the covariance structure and is competitive to many other existing rules. The criterion however requires the measurement dimension be smaller than the sample size. The trace-based criterion in contrast, is an independence rule and effective in the "large dimension-small sample size" scenario. An appealing property of these two criteria is that their implementation is straightforward and there is no need for preliminary variable selection or use of turning parameters. Their asymptotic misclassification probabilities are derived using the theory of large dimensional random matrices. Their competitive performances are illustrated by intensive Monte Carlo experiments and a real data analysis.
Full work available at URL: https://arxiv.org/abs/1501.01763
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delocalizationdeterminant-based criterionhigh dimensional classificationlarge sample covariance matrixtrace-based criterion
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Cited In (5)
- Two-group classification with high-dimensional correlated data: a factor model approach
- Test on the linear combinations of covariance matrices in high-dimensional data
- On the dimension effect of regularized linear discriminant analysis
- High-dimensional linear models: a random matrix perspective
- Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices
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