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Author:

Luo, Jingxuan (Luo, Jingxuan.) | Li, Xuejiao (Li, Xuejiao.) | Yu, Chongxiu (Yu, Chongxiu.) | Li, Gaorong (Li, Gaorong.)

Indexed by:

SSCI Scopus SCIE

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.

Keyword:

High-dimensional data Misclassification rate Gaussian graphical model Variable selection Discriminant analysis

Author Community:

  • [ 1 ] [Luo, Jingxuan]Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
  • [ 3 ] [Li, Xuejiao]Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Yu, Chongxiu]Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China

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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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