A convex optimization approach to high-dimensional sparse quadratic discriminant analysis
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Publication:820816
DOI10.1214/20-AOS2012zbMath1475.62178arXiv1912.02872OpenAlexW3192077271MaRDI QIDQ820816
Publication date: 28 September 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.02872
classificationminimax lower boundhigh-dimensional dataoptimal rate of convergencequadratic discriminant analysisconstrained \(\ell_1\) minimization
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20)
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