4 papers
The Asymptotic Distribution of Sample Canonical Directions in Gaussian Spiked High-dimensional CCA
Zhangni Pu, Zhangxiao Zhuo, Jiang Hu
This paper studies the asymptotic behavior of sample canonical directions in a finite-rank spiked high-dimensional canonical correlation analysis model under a Gaussian population…
Structural Effect and Spectral Enhancement of High-Dimensional Regularized Linear Discriminant Analysis
Yonghan Zhang, Zhangni Pu, Lu Yan +1
Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsis…
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
Zhangni Pu, Xiaozhuo Zhang, Jiang Hu +1
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionall…
Spectrally-Corrected and Regularized Linear Discriminant Analysis for Spiked Covariance Model
Hua Li, Wenya Luo, Zhidong Bai +2
This paper proposes an improved linear discriminant analysis called spectrally-corrected and regularized LDA (SRLDA). This method integrates the design ideas of the sample spectral…