CLSP Research Note No. 54 Multiple Heteroscedastic Linear Discriminant Analysis
نویسندگان
چکیده
منابع مشابه
Heteroscedastic linear feature extraction based on sufficiency conditions
Classification of high-dimensional data typically requires extraction of discriminant features. This paper proposes a linear feature extractor, called whitened linear sufficient statistic (WLSS), which is based on the sufficiency conditions for heteroscedastic Gaussian distributions. WLSS approximates, in the least squares sense, an operator providing a sufficient statistic. The proposed method...
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