Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis

• This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. A combined effect of a high dimensionality and feature informativeness on the discrimination performance is evaluated.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

Statistics

Matematik

Mathematics

feature selection

Discriminant analysis

feature informativeness

growing dimension assymptotics

operations research

operationsanalys

programmering

aktuariematematik

programming

actuarial mathematics

Statistik

Multivariate analysis

MATHEMATICS

Publikations- och innehållstyp

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