Random-Matrix Regularized Discriminant Analysis of High-Dimensional Dataset

Peng Liu, Bin Ye, Yangquan Guo, Hanyang Wang, Fei Chu

Type: Article

Publication Date: 2018-10-01

Citations: 0

DOI: https://doi.org/10.1109/dcabes.2018.00060

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+	Random matrix theory	2005	Alan Edelman N. Raj Rao
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+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf
+	Bayes Optimality in Linear Discriminant Analysis	2008	Onur C. Hamsici Aleix M. Martı́nez
+ PDF Chat	Improved mean estimation and its application to diagonal discriminant analysis	2011	Tiejun Tong Liang Chen Hongyu Zhao
+	Cleaning large correlation matrices: Tools from Random Matrix Theory	2016	Joël Bun Jean‐Philippe Bouchaud Marc Potters
+ PDF Chat	Rotational Invariant Estimator for General Noisy Matrices	2016	Joël Bun Romain Allez Jean‐Philippe Bouchaud Marc Potters
+ PDF Chat	Regularized Discriminant Analysis	1989	Jerome H. Friedman