Sparse quadratic classification rules via linear dimension reduction
Sign Up to like & getrecommendations! Published in 2019 at "Journal of multivariate analysis"
DOI: 10.1016/j.jmva.2018.09.011
Abstract: We consider the problem of high-dimensional classification between two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and linear dimension reduction on the… read more here.
Keywords: linear dimension; quadratic discriminant; classification; dimension reduction ... See more keywords