Sparse linear discriminant analysis by thresholding for high dimensional data
高维数据中基于阈值化的稀疏线性判别分析
In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is usually unknown, the rule of classification is constructed using a training sample. The well-known linear discriminant analysis (LDA) works well for the situation where the number of variables used for classification is much smaller than…