A review of discriminant analysis in high dimensions
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Publication:6562693
DOI10.1002/WICS.1257zbMATH Open1540.62016MaRDI QIDQ6562693FDOQ6562693
Authors: Qing Mai 
Publication date: 27 June 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
Cites Work
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- Least angle regression. (With discussion)
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- Convergence of a block coordinate descent method for nondifferentiable minimization
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- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Sparsity and Smoothness Via the Fused Lasso
- Regularization and Variable Selection Via the Elastic Net
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- High-dimensional classification using features annealed independence rules
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse permutation invariant covariance estimation
- Regularized estimation of large covariance matrices
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A Direct Estimation Approach to Sparse Linear Discriminant Analysis
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Sparse linear discriminant analysis by thresholding for high dimensional data
- A Statistical View of Some Chemometrics Regression Tools
- DALASS: variable selection in discriminant analysis via the LASSO
- Classifier technology and the illusion of progress
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- A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
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- Optimal rates of convergence for covariance matrix estimation
- Geometric Representation of High Dimension, Low Sample Size Data
- A direct LDA algorithm for high-dimensional data -- with application to face recognition
- An efficient kernel discriminant analysis method
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