Weighted linear programming discriminant analysis for high‐dimensional binary classification

DOI10.1002/SAM.11473MaRDI QIDQ4970346zbMATH OpenOpenAlexFDO

Authors Yufei Wu, Guan Yu

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/sam.11473

zbMATH Keywords

linear programmingalternating direction method of multiplierslinear discriminant analysishigh dimensional databinary classificationfeature screening

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• 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
• Adaptive Lasso for sparse high-dimensional regression models
• Comparison of Discrimination Methods for High Dimensional Data
• High-dimensional classification using features annealed independence rules
• Penalized classification using Fisher's linear discriminant
• Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• The Kolmogorov filter for variable screening in high-dimensional binary classification

Cited in

(2)

• Performance of High Breakdown Mixture Discriminant Analysis Under Different Biweight Functions
• A model of double descent for high-dimensional binary linear classification

Describes a project that uses

Uses Software

• sdwd
• penalizedLDA
• ElemStatLearn
• glmnet
• sda
• lpSolve
• lp_solve

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