Optimal feature selection in high-dimensional discriminant analysis

Keyphrases

• Optimal Feature Selection 100%
• High Dimensional Discriminant Analysis 100%
• Weaker Conditions 33%
• Search Methods 33%
• Scientific Data Analysis 33%
• Problem Analysis 33%
• Convergence Rate 33%
• Risk Classification 33%
• Model Interpretation 33%
• Selection Performance 33%
• Selection Problem 33%
• Exhaustive Search 33%
• Convergence Results 33%
• Optimal Scaling 33%
• Equivalence Result 33%
• Numerical Equivalence 33%
• High-dimensional Setting 33%
• Sparsity Level 33%
• Exact Convergence Rate 33%
• Consistent Variable Selection 33%
• Sparse Discriminant Analysis 33%
• Information-theoretic Bounds 33%
• Sparse Optimal Scoring 33%

Mathematics

• Discriminant Analysis 100%
• Sufficient Condition 50%
• Weaker Condition 25%
• Convergence Result 25%
• Convergence Rate 25%
• Interpretation Model 25%

Economics, Econometrics and Finance

• Discriminant Analysis 100%