Unit canonical correlations and high-dimensional discriminant analysis

作者：Shin Hyejin; Eubank R L^*

来源：Journal of Statistical Computation and Simulation, 2011, 81(2): 167-178.

DOI：10.1080/00949650903222343

• high-dimension low-sample-size
• linear discriminant analysis

The problem of characterization of canonical vectors corresponding to unit sample canonical correlations in the non-full-rank case is considered. Classical work in this area is revisited and a new geometric characterization is developed. Applications are considered for classification problems that arise in the high-dimension low-sample-size setting. In that context, we show that Fisher's linear discriminant analysis and canonical correlation do not, in general, coincide and conduct empirical comparisons between the two methods.

• 出版日期2011