1. On the Spectral Decomposition in Normal Discriminant Analysis.
- Author
-
Bagnato, Luca, Greselin, Francesca, and Punzo, Antonio
- Subjects
MATHEMATICAL decomposition ,DISCRIMINANT analysis ,EXPECTATION-maximization algorithms ,PERFORMANCE evaluation ,SIMULATION methods & models ,CONFIGURATIONS (Geometry) - 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. [ABSTRACT FROM PUBLISHER]
- Published
- 2014
- Full Text
- View/download PDF