A new reduced-rank linear discriminant analysis method and its applications

DOI10.5705/SS.202015.0387zbMATH Open1382.62034arXiv1511.00282OpenAlexW2962736733MaRDI QIDQ4602121FDOQ4602121

Authors: Ning Hao, Bin Dong, Yue Selena Niu 

Publication date: 26 January 2018

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component analysis (PCA). The proposed method is computationally efficient and can incorporate the correlation structure among the features. Besides the theoretical insights, we show that our method is a competitive classification tool by simulated and real data examples.

Full work available at URL: https://arxiv.org/abs/1511.00282

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zbMATH Keywords

dimension reductionhigh-dimensional datagene expression datamulti-class classificationsupervised principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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