Sparse quadratic classification rules via linear dimension reduction

DOI10.1016/j.jmva.2018.09.011zbMath1409.62128arXiv1711.04817OpenAlexW2769930800WikidataQ92145419 ScholiaQ92145419MaRDI QIDQ6032761

Irina Gaynanova, Tianying Wang

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.04817

zbMATH Keywords

convex optimizationdiscriminant analysisvariable selectionhigh-dimensional statisticsBayes rule

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Convex programming (90C25) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Quadratic discriminant analysis by projection ⋮ Unnamed Item ⋮ Prediction and estimation consistency of sparse multi-class penalized optimal scoring

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A tail inequality for quadratic forms of subgaussian random vectors
• Optimal variable selection in multi-group sparse discriminant analysis
• Generalized Bayes estimators of a normal discriminant function
• Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
• Adaptive estimation of a quadratic functional by model selection.
• Support union recovery in high-dimensional multivariate regression
• Standardization and the Group Lasso Penalty
• ggplot2
• Optimal Feature Selection in High-Dimensional Discriminant Analysis
• Penalized Classification using Fisher’s Linear Discriminant
• Joint estimation of multiple graphical models
• Divergence measures based on the Shannon entropy
• A direct approach to sparse discriminant analysis in ultra-high dimensions
• A Direct Estimation Approach to Sparse Linear Discriminant Analysis
• Sparse Quadratic Discriminant Analysis For High Dimensional Data
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• A New Reduced-Rank Linear Discriminant Analysis Method and Its Applications
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
• Model Selection and Estimation in Regression with Grouped Variables
• On the best finite set of linear observables for discriminating two Gaussian signals
• An Application of Information Theory to Multivariate Analysis
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• A selective review of group selection in high-dimensional models

This page was built for publication: Sparse quadratic classification rules via linear dimension reduction