Optimal variable selection in multi-group sparse discriminant analysis

DOI10.1214/15-EJS1064zbMath1323.62060arXiv1411.6311MaRDI QIDQ887251

Irina Gaynanova, Mladen Kolar

Publication date: 28 October 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.6311

zbMATH Keywords

classificationhigh-dimensional statisticsFisher's discriminant analysisgroup penalization

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (3)

New hard-thresholding rules based on data splitting in high-dimensional imbalanced classification ⋮ Sparse quadratic classification rules via linear dimension reduction ⋮ Prediction and estimation consistency of sparse multi-class penalized optimal scoring

Uses Software

• rda
• penalizedLDA

Cites Work

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