RMS bounds and sample size considerations for error estimation in linear discriminant analysis

Amin Zollanvari; Ulisses M. Braga-Neto; Edward R. Dougherty

doi:10.1109/GENSIPS.2010.5719691

RMS bounds and sample size considerations for error estimation in linear discriminant analysis

Amin Zollanvari, Ulisses M. Braga-Neto, Edward R. Dougherty

Department of Electrical and Computer Engineering

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

Abstract

The validity of a classifier depends on the precision of the error estimator used to estimate its true error. This paper considers the necessary sample size to achieve a given validity measure, namely RMS, for resubstitution and leave-one-out error estimators in the context of LDA. It provides bounds for the RMS between the true error and both the resubstitution and leave-one-out error estimators in terms of sample size and dimensionality. These bounds can be used to determine the minimum sample size in order to obtain a desired estimation accuracy, relative to RMS. To show how these results can be used in practice, a microar-ray classification problem is presented.

Original language	English
Title of host publication	2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010
DOIs	https://doi.org/10.1109/GENSIPS.2010.5719691
Publication status	Published - Dec 1 2010
Event	2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010 - Cold Spring Harbor, NY, United States Duration: Nov 10 2010 → Nov 12 2010

Publication series

Name	2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010

Other

Other	2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010
Country	United States
City	Cold Spring Harbor, NY
Period	11/10/10 → 11/12/10

ASJC Scopus subject areas

Genetics
Signal Processing

Access to Document

10.1109/GENSIPS.2010.5719691

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Zollanvari, A., Braga-Neto, U. M., & Dougherty, E. R. (2010). RMS bounds and sample size considerations for error estimation in linear discriminant analysis. In 2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010 [5719691] (2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010). https://doi.org/10.1109/GENSIPS.2010.5719691

RMS bounds and sample size considerations for error estimation in linear discriminant analysis. / Zollanvari, Amin; Braga-Neto, Ulisses M.; Dougherty, Edward R.

2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010. 2010. 5719691 (2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010).

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

Zollanvari, A, Braga-Neto, UM & Dougherty, ER 2010, RMS bounds and sample size considerations for error estimation in linear discriminant analysis. in 2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010., 5719691, 2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010, 2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010, Cold Spring Harbor, NY, United States, 11/10/10. https://doi.org/10.1109/GENSIPS.2010.5719691

Zollanvari A, Braga-Neto UM, Dougherty ER. RMS bounds and sample size considerations for error estimation in linear discriminant analysis. In 2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010. 2010. 5719691. (2010 IEEE International Workshop on Genomic Signal Processing and Statistics, GENSIPS 2010). https://doi.org/10.1109/GENSIPS.2010.5719691

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