This article enlarges the covariance configurations, on which the classical linear discriminant analysis is based, by considering the four models arising from the spectral decomposition when eigenvalues and/or eigenvectors matrices are allowed to vary or not between groups. As in the classical approach, the assessment of these configurations is accomplished via a test on the training set. The discrimination rule is then built upon the configuration provided by the test, considering or not the unlabeled data. Numerical experiments, on simulated and real data, have been performed to evaluate the gain of our proposal with respect to the linear discriminant analysis.

On the Spectral Decomposition in Normal Discriminant Analysis

PUNZO, ANTONIO
2014-01-01

Abstract

This article enlarges the covariance configurations, on which the classical linear discriminant analysis is based, by considering the four models arising from the spectral decomposition when eigenvalues and/or eigenvectors matrices are allowed to vary or not between groups. As in the classical approach, the assessment of these configurations is accomplished via a test on the training set. The discrimination rule is then built upon the configuration provided by the test, considering or not the unlabeled data. Numerical experiments, on simulated and real data, have been performed to evaluate the gain of our proposal with respect to the linear discriminant analysis.
2014
CEM algorithm; EM algorithm; Mixture models; Multiple testing procedures; Normal discriminant analysis; Spectral decomposition
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11769/13545
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