Multiclass linear discriminant analysis with ultrahigh-dimensional features.
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ABSTRACT:
SUBMITTER: Li Y
PROVIDER: S-EPMC6810714 | biostudies-literature | 2019 Dec
REPOSITORIES: biostudies-literature
Publications
Multiclass linear discriminant analysis with ultrahigh-dimensional features.
Li Yanming Y Hong Hyokyoung G HG Li Yi Y
Biometrics 20190618 4
Within the framework of Fisher's discriminant analysis, we propose a multiclass classification method which embeds variable screening for ultrahigh-dimensional predictors. Leveraging interfeature correlations, we show that the proposed linear classifier recovers informative features with probability tending to one and can asymptotically achieve a zero misclassification rate. We evaluate the finite sample performance of the method via extensive simulations and use this method to classify posttran ...[more]
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