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High-Dimensional Regularized Discriminant Analysis - MaRDI portal

High-Dimensional Regularized Discriminant Analysis

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Publication:124366

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DOI10.48550/ARXIV.1602.01182arXiv1602.01182MaRDI QIDQ124366

Phil D. Young, John Ramey, Dean M. Young, Caleb K. Stein

Publication date: 3 February 2016

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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