4 papers
Transfer Learning for Linear Discriminant Analysis with a Shared Classification Signal
Yonghan Zhang, Yimeng Fan, Wenya Luo +1
This paper studies transfer learning for linear discriminant analysis in high-dimensional two-class classification. We consider one target domain and several source domains, where…
Spectrally-Corrected and Regularized QDA Classifier for Spiked Covariance Model
Wenya Luo, Hua Li, Zhidong Bai +1
Quadratic discriminant analysis (QDA) is a widely used method for classification problems, particularly preferable over Linear Discriminant Analysis (LDA) for heterogeneous data. H…
Simultaneous test of the mean vectors and covariance matrices for high-dimensional data using RMT
Zhenzhen Niu, Jianghao Li, Wenya Luo +1
In this paper, we propose a new modified likelihood ratio test (LRT) for simultaneously testing mean vectors and covariance matrices of two-sample populations in high-dimensional s…
Revised BDS Test
Wenya Luo, Zhidong Bai, Jiang Hu +1
In this paper, we focus on the BDS test, which is a nonparametric test of independence. Specifically, the null hypothesis of it is that is i.i.d. (independent a…