Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis

Author: Tatjana Pavlenko; Mittuniversitetet.; Lunds Universitet.; Lund University.; [2001]

Keywords: Natural Sciences Mathematics; Naturvetenskap Matematik; MATHEMATICS; MATEMATIK; Multivariate analysis; Statistics; feature selection; Discriminant analysis; feature informativeness; growing dimension assymptotics; operations research; operationsanalys; programmering; aktuariematematik; programming; actuarial mathematics; Statistik;

Abstract: This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. A combined effect of a high dimensionality and feature informativeness on the discrimination performance is evaluated.

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