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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1967806355> ?p ?o ?g. }

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• W1967806355 abstract "In recent years, a considerable amount of work has been devoted to generalizing linear discriminant analysis to overcome its incompetence for high-dimensional classification (Witten and Tibshirani, 2011, Cai and Liu, 2011, Mai et al., 2012 and Fan et al., 2012). In this paper, we develop high-dimensional sparse semiparametric discriminant analysis (SSDA) that generalizes the normal-theory discriminant analysis in two ways: it relaxes the Gaussian assumptions and can handle ultra-high dimensional classification problems. If the underlying Bayes rule is sparse, SSDA can estimate the Bayes rule and select the true features simultaneously with overwhelming probability, as long as the logarithm of dimension grows slower than the cube root of sample size. Simulated and real examples are used to demonstrate the finite sample performance of SSDA. At the core of the theory is a new exponential concentration bound for semiparametric Gaussian copulas, which is of independent interest." @default.
• W1967806355 created "2016-06-24" @default.
• W1967806355 creator A5062736741 @default.
• W1967806355 creator A5079252402 @default.
• W1967806355 date "2015-03-01" @default.
• W1967806355 modified "2023-10-14" @default.
• W1967806355 title "Sparse semiparametric discriminant analysis" @default.
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• W1967806355 doi "https://doi.org/10.1016/j.jmva.2014.12.009" @default.
• W1967806355 hasPublicationYear "2015" @default.
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