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High dimensional discriminant analysis under weak sparsity
In this work, we consider the discriminant analysis under the weak sparsity where many entries of the parameters are nearly zero. We develop a unified LASSO-typed framework to estimate the paramete...
期刊介绍:
The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.