Discriminant analysis with a stochastic supervisor (Q579797)
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: Discriminant analysis with a stochastic supervisor |
scientific article; zbMATH DE number 4015943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminant analysis with a stochastic supervisor |
scientific article; zbMATH DE number 4015943 |
Statements
Discriminant analysis with a stochastic supervisor (English)
0 references
1987
0 references
We consider the problem of linear discriminant analysis for two p-variate normal distributions with a common covariance matrix, where the initial sample classification is done stochastically. Assuming a Beta model for this classification variable and its independence of the observed variable for each group, we derive the EM algorithm for maximum likelihood estimation of the parameters.
0 references
initial sample stochastic classification
0 references
stochastic supervision
0 references
linear discriminant analysis
0 references
p-variate normal distributions
0 references
common covariance matrix
0 references
Beta model
0 references
EM algorithm
0 references
maximum likelihood estimation
0 references
