Variational discriminant analysis with variable selection

Variable selection in model-based discriminant analysis

A general methodology for selecting predictors for Gaussian generative classification models is presented. The problem is regarded as a model selection problem. Three different roles for each possible predictor are considered: a variable can be a relevant classification predictor or not, and the irrelevant classification variables can be linearly dependent on a part of the relevant predictors o...

Analysis of new variable selection methods for discriminant analysis

Several methods to select variables that are subsequently used in discriminant analysis are proposed and analysed. The aim is to find from among a set of m variables a smaller subset which enables an efficient classification of cases. Reducing dimensionality has some advantages such as reducing the costs of data acquisition, better understanding of the final classification model, and an increas...

Variable selection in discriminant partial least-squares analysis.

Variable selection enhances the understanding and interpretability of multivariate classification models. A new chemometric method based on the selection of the most important variables in discriminant partial least-squares (VS-DPLS) analysis is described. The suggested method is a simple extension of DPLS where a small number of elements in the weight vector w is retained for each factor. The ...

Variable selection for discriminant analysis with Markov random field priors for the analysis of microarray data

MOTIVATION Discriminant analysis is an effective tool for the classification of experimental units into groups. Here, we consider the typical problem of classifying subjects according to phenotypes via gene expression data and propose a method that incorporates variable selection into the inferential procedure, for the identification of the important biomarkers. To achieve this goal, we build u...

Variable Selection and Updating in Model-based Discriminant Analysis for High Dimensional Data with Food Authenticity