High dimensional discrimination analysis via a semiparametric model

Binyan Jiang and Chenlei Leng

Statistics & Probability Letters, 2016, vol. 110, issue C, 103-110

Abstract: We propose a semiparametric linear programming discriminant (SLPD) rule for high dimensional discriminant analysis under a semiparametric model. As an extension, we further propose a two-stage SLPD (TSLPD) rule, which can have better classification performance under mild sparsity assumptions.

Keywords: Bayes rule; Linear discrimination analysis; Monotone transformation; Semiparametric discriminant analysis; Sparsity (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.11.012

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