SURE estimates for high dimensional classification
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Cites work
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- Application of non parametric empirical Bayes estimation to high dimensional classification
- Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- General maximum likelihood empirical Bayes estimation of normal means
- High-dimensional classification using features annealed independence rules
- High-dimensional classification via nonparametric empirical Bayes and maximum likelihood inference
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- On the optimality of the simple Bayesian classifier under zero-one loss
- Penalized classification using Fisher's linear discriminant
- Regularization through variable selection and conditional MLE with application to classification in high dimensions
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse Quadratic Discriminant Analysis For High Dimensional Data
- Support-vector networks
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Tweedie’s Formula and Selection Bias
Cited in
(6)- Characterizing the scale dimension of a high-dimensional classification problem
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- A method for constructing a confidence bound for the actual error rate of a prediction rule in high dimensions
- Adaptive singular value shrinkage estimate for low rank tensor denoising
- Overfitting, generalization, and MSE in class probability estimation with high‐dimensional data
- Decision theory classification of high-dimensional vectors based on small samples
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