Unsupervised linear discrimination using skewness
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866912770030567424 |
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| author | Radojicic, Una Nordhausen, Klaus Virta, Joni |
| author_facet | Radojicic, Una Nordhausen, Klaus Virta, Joni |
| contents | It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work, we \revision{gather} several such unsupervised estimators based on skewness and derive their limiting distributions. As one of our main results, we show that all affine equivariant estimators of the optimal direction have proportional asymptotic covariance matrices, making their comparison straightforward. Two of our four estimators are novel and two have been proposed already earlier. We use simulations to verify our results and to inspect the finite-sample behaviors of the estimators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_02412 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Unsupervised linear discrimination using skewness Radojicic, Una Nordhausen, Klaus Virta, Joni Statistics Theory Methodology It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work, we \revision{gather} several such unsupervised estimators based on skewness and derive their limiting distributions. As one of our main results, we show that all affine equivariant estimators of the optimal direction have proportional asymptotic covariance matrices, making their comparison straightforward. Two of our four estimators are novel and two have been proposed already earlier. We use simulations to verify our results and to inspect the finite-sample behaviors of the estimators. |
| title | Unsupervised linear discrimination using skewness |
| topic | Statistics Theory Methodology |
| url | https://arxiv.org/abs/2508.02412 |