Variable selection of linear programming discriminant estimator

DOI10.1080/03610926.2015.1060344MaRDI QIDQ4976213zbMATH OpenOpenAlexFDO

Authors Dong Xia

Publication date 27 July 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1060344

zbMATH Keywords

irrepresentable conditionlinear classificationsign consistencysparsity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• A direct estimation approach to sparse linear discriminant analysis
• Structural, Syntactic, and Statistical Pattern Recognition
• The Dantzig discriminant analysis with high dimensional data
• A consistent variable selection method in high-dimensional canonical discriminant analysis
• An exploratory criterion for variable selection in \(L_ p\)-logistic discrimination

Cites work

• A direct approach to sparse discriminant analysis in ultra-high dimensions
• A direct estimation approach to sparse linear discriminant analysis
• Covariance-regularized regression and classification for high dimensional problems
• High-dimensional classification using features annealed independence rules
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 5719846 (Why is no real title available?)
• On consistency and sparsity for principal components analysis in high dimensions
• On the Non-Negative Garrotte Estimator
• Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
• Optimal Feature Selection in High-Dimensional Discriminant Analysis
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• Sparse linear discriminant analysis by thresholding for high dimensional data
• Sparse permutation invariant covariance estimation
• The Adaptive Lasso and Its Oracle Properties

Cited in

(3)

• Exact and approximate algorithms for variable selection in linear discriminant analysis
• Mixed integer nonlinear goal programming approach to variable selection in linear regression
• A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION

This page was built for publication: Variable selection of linear programming discriminant estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976213)