Spatial Sign based Direct Sparse Linear Discriminant Analysis for High Dimensional Data
Fuente:
arXiv
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866909580135497728 |
|---|---|
| author | Zhuang, Dan Feng, Long |
| author_facet | Zhuang, Dan Feng, Long |
| contents | This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, named SSLDA, that is intended to withstand heavy-tailed distributions. We demonstrate that SSLDA achieves an optimal convergence rate in terms of both misclassification rate and estimate error. Our theoretical results are further confirmed by extensive numerical experiments on both simulated and real datasets. Compared with current approaches, the SSLDA method offers superior improved finite sample performance and notable robustness against heavy-tailed distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_11117 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Spatial Sign based Direct Sparse Linear Discriminant Analysis for High Dimensional Data Zhuang, Dan Feng, Long Methodology This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, named SSLDA, that is intended to withstand heavy-tailed distributions. We demonstrate that SSLDA achieves an optimal convergence rate in terms of both misclassification rate and estimate error. Our theoretical results are further confirmed by extensive numerical experiments on both simulated and real datasets. Compared with current approaches, the SSLDA method offers superior improved finite sample performance and notable robustness against heavy-tailed distributions. |
| title | Spatial Sign based Direct Sparse Linear Discriminant Analysis for High Dimensional Data |
| topic | Methodology |
| url | https://arxiv.org/abs/2504.11117 |