Computation of Regularized Linear Discriminant Analysis

Result code in IS VaVaI

RIV/67985807:_____/14:00431042 - isvavai.cz

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Computation of Regularized Linear Discriminant Analysis

Original language description

This paper is focused on regularized versions of classification analysis and their computation for high-dimensional data. A variety of regularized classification methods has been proposed and we critically discuss their computational aspects. We formulate several new algorithms for shrinkage linear discriminant analysis, which exploits a shrinkage covariance matrix estimator towards a regular target matrix. Numerical linear algebra considerations are used to propose tailor-made algorithms for specific choices of the target matrix. Further, we arrive at proposing a new classification method based on L2-regularization of group means and the pooled covariance matrix and accompany it by an efficient algorithm for its computation.

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

—

Project

GA13-06684S: Iterative Methods in Computational Mathematics: Analysis, Preconditioning, and Applications

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of COMPSTAT 2014

ISBN

978-2-8399-1347-8

ISSN

—

e-ISSN

—

Number of pages

8

Pages from-to

1-8

Publisher name

Centre International de Conferences

Place of publication

Geneva

Event location

Geneva

Event date

Aug 19, 2014

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

—