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Penalized classification using Fisher’s linear discriminant

We consider the supervised classification setting, in which the data consist of p features measured on n observations, each of which belongs to one of K classes. Linear discriminant analysis (LDA) is a classical method for this problem. However, in the high-dimensional setting where p ≫ n, LDA is no...

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Detalhes bibliográficos
Main Authors: Witten, Daniela M., Tibshirani, Robert
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3272679/
https://ncbi.nlm.nih.gov/pubmed/22323898
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1467-9868.2011.00783.x
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