REGULARIZED GAUSSIAN DISCRIMINANT ANALYSIS THROUGH EIGENVALUE DECOl \ tIPOSITION

@inproceedings{Celeux1996REGULARIZEDGD,
  title={REGULARIZED GAUSSIAN DISCRIMINANT ANALYSIS THROUGH EIGENVALUE DECOl \ tIPOSITION},
  author={HaJima Bensmail Gilles Celeux},
  year={1996}
}
  • HaJima Bensmail Gilles Celeux
  • Published 1996
Friedman has proposed a regularization technique RDA of discriminant anal ysis in the Gaussian framework RDA makes use of two regularization parameters to design an intermediate classi cation rule between linear and quadratic discriminant analysis In this paper we propose an alternative approach to design classi cation rules which have also a median position between linear and quadratic discriminant analysis Our approach is based on the reparametrization of the covariance matrix k of a group Gk… CONTINUE READING
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Regularized Discriminant Analysis

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Error rates in quadratic discrimination with constraints on the covariance matrices

B. W. Flury, M. J. Schmid, A. Narayanan
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An algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form

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