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Analytical Study of Performance of Linear Discriminant Analysis in Stochastic Settings
This paper provides exact analytical expressions for the first and second moments of the true error for linear discriminant analysis (LDA) when the data are univariate and taken from two stochastic Gaussian processes. The key point is that we assume a general setting in which the sample data from ea...
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| Main Authors: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2013
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3769149/ https://ncbi.nlm.nih.gov/pubmed/24039299 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.patcog.2013.04.002 |
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