A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A consistent variable selection method in high-dimensional canonical discriminant analysis |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent variable selection method in high-dimensional canonical discriminant analysis |
scientific article |
Statements
A consistent variable selection method in high-dimensional canonical discriminant analysis (English)
0 references
5 February 2020
0 references
The main result of this paper is the so-called modified Kick-One-Out method based on the high-dimensionality-adjusted consistent information criterion. Namely, the sufficient conditions for the consistency of this method are formulated. It is reported that the proposed method outperforms several contemporary approaches based on the multi-group sparse discriminant analyses. The efficiency of the proposed method is demonstrated both on the synthetic dataset and real data from material science applications.
0 references
consistency
0 references
variable selection
0 references
canonical discriminant analysis
0 references
0 references
0 references
0 references
