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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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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
2011
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| Subjects: | |
| Online Access: | 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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