QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization

DOI10.1214/14-AOS1307zbMath1317.62054arXiv1311.5542OpenAlexW3101582723WikidataQ40095878 ScholiaQ40095878MaRDI QIDQ2515488

Lucy Xia, Han Liu, Zheng Tracy Ke, Jianqing Fan

Publication date: 5 August 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.5542

zbMATH Keywords

classificationdimension reductionRayleigh quotientoracle inequalityquadratic discriminant analysis

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data, Large covariance estimation through elliptical factor models, Linear components of quadratic classifiers, Unnamed Item, Covariate-Adjusted Tensor Classification in High-Dimensions, QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization, Efficient computation for differential network analysis with applications to quadratic discriminant analysis, Dynamic linear discriminant analysis in high dimensional space

Uses Software

• edrGraphicalTools
• penalizedLDA
• ClueGO
• RSIR

Cites Work

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