Optimal Feature Selection in High-Dimensional Discriminant Analysis

DOI10.1109/TIT.2014.2381241zbMath1359.62250arXiv1306.6557OpenAlexW2003647379WikidataQ41527874 ScholiaQ41527874MaRDI QIDQ2978789

Han Liu, Mladen Kolar

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6557

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)

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