Simultaneous Predictive Gaussian Classifiers

Yaqiong Cui, Jukka Sirén, Timo Koski and Jukka Corander ()
Additional contact information
Yaqiong Cui: University of Helsinki
Jukka Sirén: University of Helsinki
Timo Koski: KTH Royal Institute of Technology
Jukka Corander: University of Helsinki

Journal of Classification, 2016, vol. 33, issue 1, No 5, 73-102

Abstract: Abstract Gaussian distribution has for several decades been ubiquitous in the theory and practice of statistical classification. Despite the early proposals motivating the use of predictive inference to design a classifier, this approach has gained relatively little attention apart from certain specific applications, such as speech recognition where its optimality has been widely acknowledged. Here we examine statistical properties of different inductive classification rules under a generic Gaussian model and demonstrate the optimality of considering simultaneous classification of multiple samples under an attractive loss function. It is shown that the simpler independent classification of samples leads asymptotically to the same optimal rule as the simultaneous classifier when the amount of training data increases, if the dimensionality of the feature space is bounded in an appropriate manner. Numerical investigations suggest that the simultaneous predictive classifier can lead to higher classification accuracy than the independent rule in the low-dimensional case, whereas the simultaneous approach suffers more from noise when the dimensionality increases.

Keywords: Bayesian modeling; Discriminant analysis; Inductive learning; Predictive inference; Probabilistic classification (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00357-016-9197-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jclass:v:33:y:2016:i:1:d:10.1007_s00357-016-9197-3

Ordering information: This journal article can be ordered from
http://www.springer. ... hods/journal/357/PS2

DOI: 10.1007/s00357-016-9197-3

Access Statistics for this article

Journal of Classification is currently edited by Douglas Steinley

More articles in Journal of Classification from Springer, The Classification Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().