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Abstract:
In the era of big data, many sparse linear discriminant analysis methods have been proposed for classification and variable selection of the high-dimensional data. In order to solve the multiclass sparse discriminant problem for high-dimensional data under the Gaussian graphical model, this paper proposes a multiclass sparse discrimination analysis method by incorporating the graphical structure among predictors, which is named as IG-MSDA method. Our proposed IG-MSDA method can be used to estimate the vectors of all discriminant directions simultaneously. Under certain regularity conditions, it is shown that the proposed IG-MSDA method can consistently estimate all discriminant directions and the Bayes rule. Further, we establish the convergence rates of the estimators for the discriminant directions and the conditional misclassification rates. Finally, simulation studies and a real data analysis demonstrate the good performance of our proposed IG-MSDA method.
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Source :
JOURNAL OF CLASSIFICATION
ISSN: 0176-4268
Year: 2023
Issue: 3
Volume: 40
Page: 614-637
ESI Discipline: SOCIAL SCIENCES, GENERAL;
ESI HC Threshold:9
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 1
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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