Performance of linear discriminant analysis in stochastic settings

Amin Zollanvari; Jianping Hua; Edward R. Dougherty

doi:10.1109/ICASSP.2013.6638296

Performance of linear discriminant analysis in stochastic settings

Amin Zollanvari, Jianping Hua, Edward R. Dougherty

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This paper provides, for the first time, exact analytical expressions for the first moment of the true error of linear discriminant analysis (LDA) when the data are univariate and taken from two stochastic Gaussian processes. We assume a general setting in which the sample data from each class do not need to be identically distributed or independent within or between classes. As an application of this framework, we characterize the performance of LDA in situations that the data are generated from autoregressive models of the first order.

Original language	English
Title of host publication	2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
Pages	3437-3441
Number of pages	5
DOIs	https://doi.org/10.1109/ICASSP.2013.6638296
Publication status	Published - Oct 18 2013
Externally published	Yes
Event	2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Vancouver, BC, Canada Duration: May 26 2013 → May 31 2013

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)	1520-6149

Other

Other	2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
Country	Canada
City	Vancouver, BC
Period	5/26/13 → 5/31/13

Keywords

Expected error
Gaussian processes
Linear discriminant analysis
Non-i.i.d data
Stochastic settings

ASJC Scopus subject areas

Software
Signal Processing
Electrical and Electronic Engineering

Access to Document

10.1109/ICASSP.2013.6638296

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Zollanvari, A., Hua, J., & Dougherty, E. R. (2013). Performance of linear discriminant analysis in stochastic settings. In 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings (pp. 3437-3441). [6638296] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2013.6638296

Performance of linear discriminant analysis in stochastic settings. / Zollanvari, Amin; Hua, Jianping; Dougherty, Edward R.

2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings. 2013. p. 3437-3441 6638296 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Zollanvari, A, Hua, J & Dougherty, ER 2013, Performance of linear discriminant analysis in stochastic settings. in 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings., 6638296, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, pp. 3437-3441, 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013, Vancouver, BC, Canada, 5/26/13. https://doi.org/10.1109/ICASSP.2013.6638296

Zollanvari A, Hua J, Dougherty ER. Performance of linear discriminant analysis in stochastic settings. In 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings. 2013. p. 3437-3441. 6638296. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2013.6638296

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