Optimal classification in sparse Gaussian graphic model
نویسندگان
چکیده
منابع مشابه
Optimal Classification in Sparse Gaussian Graphic Model
Consider a two-class classification problem when the number of features is much larger than the sample size. The features are masked by Gaussian noise with zero means and a covariance matrix Σ, where the precision matrix Ω = Σ is unknown but is presumably sparse. The useful features, also unknown, are sparse and each contributes weakly (i.e., rare and weak) to the classification decision. By ob...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2013
ISSN: 0090-5364
DOI: 10.1214/13-aos1163