Variational discriminant analysis with variable selection

DOI10.1007/s11222-020-09928-8zbMath1447.62077arXiv1812.06605OpenAlexW3007910152MaRDI QIDQ2195837

Michael Stewart, Weichang Yu, John T. Ormerod

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.06605

zbMATH Keywords

classificationdiscriminant analysisfast algorithmsvariable selectionmultiple hypothesis testscake priorsvariational Bayes approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07)

Related Items (3)

Nonstationary Gaussian Process Discriminant Analysis With Variable Selection for High-Dimensional Functional Data ⋮ An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression ⋮ VaDA

Uses Software

• R
• HiDimDA
• rda
• caret
• Rcpp
• pamr
• sparseLDA
• FAMT
• penalizedLDA
• PoiClaClu
• ascrda
• FADA
• GitHub
• msda
• LiblineaR

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