On the ultrahigh dimensional linear discriminant analysis ...
[Pages:33]On the ultrahigh dimensional linear discriminant analysis problem
with a diverging number of classes
Rui Pan1, Hansheng Wang1, and Runze Li2
1 : Department of Business Statistics and Econometrics Guanghua School of Management, Peking University 2 : Department of Statistics and the Methodology Center
The Pennsylvania State University
May 13, 2013
Pan, Wang and Li
R Conference, 2013
Outline
A Motivating Example Introduction Pairwise Sure Independence Screening
Pairwise LDA Theoretical Properties Post Screening Estimation Tunning Parameter Selection Numerical Studies Concluding Remarks
Pan, Wang and Li
R Conference, 2013
An Example: Chinese Character Recognition
Pan, Wang and Li
R Conference, 2013
An Example: Ten Chinese Characters
Pan, Wang and Li
R Conference, 2013
An Example: Pairwise Comparison
Pan, Wang and Li
R Conference, 2013
Introduction: Linear Discriminant Analysis (LDA)
Categorical response (class label) Y = 1, 2 with equal prior probability, and continuous predictors (features) X Rp Given the class label k (k = 1, 2), X Np(?k , ) LDA Rule
{X0 - (?1 + ?2)/2} -1(?1 - ?2) > 0,
(1)
which can be estimated by
{X0 - (?^1 + ?^2)/2} ^ -1(?^1 - ?^2) > 0
(2)
Pan, Wang and Li
R Conference, 2013
Ultrahigh Dimensional LDA: Literature Review
{X0 - (?^1 + ?^2)/2} ^ -1(?^1 - ?^2) > 0
Bickel and Levina (2004): Independence Classification Rule, D^ = diag(^ ) Fan and Fan (2008): Feature Annealed Independence Rule Shao et al. (2011): Sparse LDA Mai et al. (2012): Direct Approach
Pan, Wang and Li
R Conference, 2013
Introduction: Two Challenges
Challenge One: LDA with high-dimensional predictors, p Challenge Two: LDA with a diverging number of classes, K Solution: Pairwise Feature Screening Method
Pan, Wang and Li
R Conference, 2013
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- a study of cubic spline interpolation rivier university
- investment tobin s q and interest rates
- a wheat wrky transcription factor tawrky10 confers
- atlantic oceanographic and meteorological laboratory
- wang liqiu 2013 quantitative three dimensional atomic
- subtropical high predictability establishes a promising
- american educational research journal inside higher ed
- wang et al 2013 ganzhousaurus researchgate
- jay x wang ph d p e
- the 8th annual ieee international conference proceedings