Trace Ratio Optimization for High-Dimensional Multi-Class Discrimination

DOI10.1080/10618600.2020.1807352OpenAlexW3049760358MaRDI QIDQ5066430

Hee Cheol Chung, Jeongyoun Ahn, Yongho Jeon

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2020.1807352

zbMATH Keywords

sparsitylinear discriminant analysisindefinite matrixdiscriminant subspacegroupwise soft-thresholdingratio trace

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• rda
• glmnet
• JIVE
• ElemStatLearn
• penalizedLDA
• msda

Cites Work

• Measuring and testing dependence by correlation of distances
• Regularized linear discriminant analysis and its application in microarrays
• A stepwise regression method and consistent model selection for high-dimensional sparse linear models
• Clusterability assessment for Gaussian mixture models
• Sparse principal component analysis and iterative thresholding
• Measuring the component overlapping in the Gaussian mixture model
• Regularized generalized eigen-decomposition with applications to sparse supervised feature extraction and sparse discriminant analysis
• Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
• Penalized Classification using Fisher’s Linear Discriminant
• Multiclass Sparse Discriminant Analysis
• Generalized Thresholding of Large Covariance Matrices
• The maximal data piling direction for discrimination
• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
• A selective review of group selection in high-dimensional models
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