A review of discriminant analysis in high dimensions
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Publication:6562693
Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 784362 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Statistical View of Some Chemometrics Regression Tools
- A direct LDA algorithm for high-dimensional data -- with application to face recognition
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A direct estimation approach to sparse linear discriminant analysis
- A road to classification in high dimensional space: the regularized optimal affine discriminant
- A unified approach to model selection and sparse recovery using regularized least squares
- An efficient kernel discriminant analysis method
- Classifier technology and the illusion of progress
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- DALASS: variable selection in discriminant analysis via the LASSO
- Geometric Representation of High Dimension, Low Sample Size Data
- High-dimensional classification using features annealed independence rules
- Least angle regression. (With discussion)
- Minimax estimation of large covariance matrices under \(\ell_1\)-norm
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal rates of convergence for covariance matrix estimation
- Penalized classification using Fisher's linear discriminant
- Regularization and Variable Selection Via the Elastic Net
- Regularized estimation of large covariance matrices
- Regularized linear discriminant analysis and its application in microarrays
- 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 permutation invariant covariance estimation
- Sparsity and Smoothness Via the Fused Lasso
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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