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arXiv · 1501.01763

On Two Simple and Effective Procedures for High Dimensional Classification of General Populations

Zhaoyuan Li·Jianfeng Yao
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Abstract

In this paper, we generalize two criteria, the determinant-based and trace-based criteria proposed by Saranadasa (1993), to general populations for high dimensional classification. These two criteria compare some distances between a new observation and several different known groups. The determinant-based criterion performs well for correlated variables by integrating the covariance structure and is competitive to many other existing rules. The criterion however requires the measurement dimension be smaller than the sample size. The trace-based criterion in contrast, is an independence rule and effective in the "large dimension-small sample size" scenario. An appealing property of these two criteria is that their implementation is straightforward and there is no need for preliminary variable selection or use of turning parameters. Their asymptotic misclassification probabilities are derived using the theory of large dimensional random matrices. Their competitive performances are illustrated by intensive Monte Carlo experiments and a real data analysis.

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Zhaoyuan Li, Jianfeng Yao. 2015-01-08. On Two Simple and Effective Procedures for High Dimensional Classification of General Populations. https://doi.org/10.1007/s00362-015-0660-8

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