Linear Dimension Reduction for Multiple Heteroscedastic Multivariate Normal Populations
نویسندگان
چکیده
منابع مشابه
Non-iterative Heteroscedastic Linear Dimension Reduction for Two-Class Data
Linear discriminant analysis (LDA) is a traditional solution to the linear dimension reduction (LDR) problem, which is based on the maximization of the between-class scatter over the within-class scatter. This solution is incapable of dealing with heteroscedastic data in a proper way, because of the implicit assumption that the covariance matrices for all the classes are equal. Hence, discrimin...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2015
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2015.54033