Optimal discriminant analysis in high-dimensional latent factor models
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Publication:6136589
DOI10.1214/23-aos2289arXiv2210.12862MaRDI QIDQ6136589
Publication date: 31 August 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.12862
discriminant analysisdimension reductionoptimal rate of convergenceprincipal component regressionlatent factor modelhigh-dimensional classification
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