An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis

DOI10.5705/SS.202021.0028MaRDI QIDQ6069872zbMATH OpenOpenAlexWikidataFDO

Authors D. Y. Lin, Quefeng Li

Publication date 17 November 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202021.0028

zbMATH Keywords

greedy searchhigh-dimensional classificationlinear discriminant analysisMahalanobis distancevariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
• Sparse linear discriminant analysis by thresholding for high dimensional data
• Sparse Quadratic Discriminant Analysis For High Dimensional Data
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

Cited in

(2)

• High Dimensional Linear Discriminant Analysis: Optimality, Adaptive Algorithm and Missing Data
• Linear discriminant analysis with sparse and dense signals

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