Linear discriminant analysis with more variables than observations: a not so naive approach
A new linear discrimination rule, designed for two-group problems with many correlated variables, is proposed. This proposal tries to incorporate the most important patterns revealed by the empirical correlations while approximating the optimal Bayes rule as the number of variables grows without lim...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2011
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| Texto completo: | http://hdl.handle.net/10400.14/5366 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/5366 |