TY - GEN
T1 - Performance of linear discriminant analysis in stochastic settings
AU - Zollanvari, Amin
AU - Hua, Jianping
AU - Dougherty, Edward R.
PY - 2013/10/18
Y1 - 2013/10/18
N2 - 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.
AB - 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.
KW - Expected error
KW - Gaussian processes
KW - Linear discriminant analysis
KW - Non-i.i.d data
KW - Stochastic settings
UR - http://www.scopus.com/inward/record.url?scp=84890456561&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84890456561&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2013.6638296
DO - 10.1109/ICASSP.2013.6638296
M3 - Conference contribution
AN - SCOPUS:84890456561
SN - 9781479903566
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3437
EP - 3441
BT - 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
T2 - 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
Y2 - 26 May 2013 through 31 May 2013
ER -