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math.ST2009
Fast rate of convergence in high dimensional linear discriminant analysis
Robin Girard
This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules. We emphasis on the poor p…
math.ST2008★ 1 cited
High dimensional gaussian classification
Robin Girard
High dimensional data analysis is known to be as a challenging problem. In this article, we give a theoretical analysis of high dimensional classification of Gaussian data which re…