Ultrahigh dimensional multi-class linear discriminant analysis by pairwise sure independence screening
| 主讲人 |
Rui Pan |
简介 |
<p>Abstract：</p>
<div>This paper is concerned with the problem of feature screening for multi-class linear</div>
<div>discriminant analysis under ultrahigh dimensional setting. We allow the number of</div>
<div>classes to be relatively large. As a result, the total number of relevant features is</div>
<div>larger than usual. This makes the related classification problem much more</div>
<div>challenging than the conventional one, where the number of classes is small (very</div>
<div>often two). To solve the problem, we propose a novel pairwise sure independence</div>
<div>screening method for linear discriminant analysis with an ultrahigh dimensional</div>
<div>predictor. The proposed procedure is directly applicable to the situation with many</div>
<div>classes. We further prove that the proposed method is screening consistent.</div>
<div>Simulation studies are conducted to assess the finite sample performance of the new</div>
<div>procedure. We also demonstrate the proposed methodology via an empirical analysis</div>
<div>of a real life example on handwritten Chinese character recognition.</div>
<div> </div>
<div>Keywords: Multi-class Linear Discriminant Analysis; Pairwise Sure Independence</div>
<div>Screening; Sure Independence Screening; Strong Screening Consistency.</div> |
| 时间 |
2015-04-22(星期三)16:40-18:00 |
地点 |
N301 经济楼/Economics Building |
| 讲座语言 |
English |
主办单位 |
王亚南经济研究院、经济学院 |
| 承办单位 |
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类型 |
系列讲座 |
| 联系人信息 |
|
主持人 |
钟威 副教授 |
| 专题网站 |
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专题 |
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| 主讲人简介 |
<div>Assitant Professor</div>
<div> </div>
<div>School of Statistics and Mathematics</div>
<p> </p>
<div>Central University of Finance and Economics</div>
<p><a href="/EventsMgr/Upload/File/2015/4/2015041611500968.pdf">Prof. Rui Pan' CV</a></p> |
期数 |
厦门大学高级计量经济学与统计学系列讲座2015春季学期第三讲（总第58讲） |
