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10.1093/biomet/asu049

http://scihub22266oqcxt.onion/10.1093/biomet/asu049
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C4912060!4912060!27330194
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suck abstract from ncbi

pmid27330194      Biometrika 2015 ; 102 (1): 33-45
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  • Covariance-enhanced discriminant analysis #MMPMID27330194
  • XU P; ZHU J; ZHU L; LI Y
  • Biometrika 2015[]; 102 (1): 33-45 PMID27330194show ga
  • Linear discriminant analysis has been widely used to characterize or separate multiple classes via linear combinations of features. However, the high dimensionality of features from modern biological experiments defies traditional discriminant analysis techniques. Possible interfeature correlations present additional challenges and are often underused in modelling. In this paper, by incorporating possible interfeature correlations, we propose a covariance-enhanced discriminant analysis method that simultaneously and consistently selects informative features and identifies the corresponding discriminable classes. Under mild regularity conditions, we show that the method can achieve consistent parameter estimation and model selection, and can attain an asymptotically optimal misclassification rate. Extensive simulations have verified the utility of the method, which we apply to a renal transplantation trial.
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