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• W3037814265 abstract "Quadratic discriminant analysis (QDA) is a widely used classification technique that generalizes the linear discriminant analysis (LDA) classifier to the case of distinct covariance matrices among classes. For the QDA classifier to yield high classification performance, an accurate estimation of the covariance matrices is required. Such a task becomes all the more challenging in high dimensional settings, wherein the number of observations is comparable with the feature dimension. A popular way to enhance the performance of QDA classifier under these circumstances is to regularize the covariance matrix, giving the name regularized QDA (R-QDA) to the corresponding classifier. In this work, we consider the case in which the population covariance matrix has a spiked covariance structure, a model that is often assumed in several applications. Building on the classical QDA, we propose a novel quadratic classification technique, the parameters of which are chosen such that the fisher-discriminant ratio is maximized. Numerical simulations show that the proposed classifier not only outperforms the classical R-QDA for both synthetic and real data but also requires lower computational complexity, making it suitable to high dimensional settings." @default.
• W3037814265 created "2020-07-02" @default.
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• W3037814265 date "2020-06-25" @default.
• W3037814265 modified "2023-09-27" @default.
• W3037814265 title "High-Dimensional Quadratic Discriminant Analysis under Spiked Covariance Model" @default.
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