Robust and sparse multigroup classification by the optimal scoring approach

DOI10.1007/S10618-019-00666-8MaRDI QIDQ127301zbMATHOpenAlexFDO

Authors Irene Ortner, Peter Filzmoser, Christophe Croux, Irene Ortner, P. Filzmoser, Christophe Croux

Publication date 20 February 2020

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10618-019-00666-8

zbMATH Keywords

variable selectionlinear discriminant analysisrobustnesshigh dimensional datapenalizationsupervised classification

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• scientific article; zbMATH DE number 5217607 (Why is no real title available?)
• Clustering of imbalanced high-dimensional media data
• Coordinate descent algorithms for lasso penalized regression
• Fast and robust discriminant analysis
• Flexible Discriminant Analysis by Optimal Scoring
• High-breakdown robust multivariate methods
• Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
• Least angle regression. (With discussion)
• Penalized classification using Fisher's linear discriminant
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• The Influence Curve and Its Role in Robust Estimation

Cited in

(3)

• Robust and sparse multinomial regression in high dimensions
• rrcovHD
• Prediction and estimation consistency of sparse multi-class penalized optimal scoring

Describes a project that uses

Uses Software

• R
• sparseLDA
• penalizedLDA
• rrcovHD

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