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

DOI10.5705/SS.202015.0387MaRDI QIDQ4602121zbMATH OpenOpenAlexFDO

Authors Ning Hao, Bin Dong, Yue Selena Niu

Publication date 26 January 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

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

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)

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.

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• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
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• A theoretical contribution to the fast implementation of null linear discriminant analysis with random matrix multiplication
• A novel linear discriminant analysis based on alternate ratio sum minimization
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• Classification in high dimension with an Alternative Feature Augmentation via Nonparametrics and Selection (AFANS)

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