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On the Effects of Dimension in Discriminant Analysis for Unequal Covariance Populations

 

作者: JohnVan Ness,  

 

期刊: Technometrics  (Taylor Available online 1979)
卷期: Volume 21, issue 1  

页码: 119-127

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489730

 

出版商: Taylor & Francis Group

 

关键词: Discriminant analysis;Pattern recognition;Linear discriminant analysis;Quadratic discriminanl analysis;Nonparametric discriminant analysis;Variable selection

 

数据来源: Taylor

 

摘要:

This paper is a continuation of earlier work (Van Ness and Simpson [9]) studying the high dimensionality problem in discriminant analysis. Frequently one has potentially many possible variables (dimensions) to be measured on each object but is limited to a fixed training data size. For particular populations, we give here the change in probability of correct classilication caused by adding dimensions. This gives insight into how many variables one should use for fixed training data sizes, especially when dealing with the populations of these studies. We consider six basic discriminant analysis algorithms. Graphs are provided which compare the relative performance of the algorithms in high dimensions.

 

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