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專題演講 主講人:江其衽教授(中研院統計所)

演講/學術活動公告
張貼人:網站管理員事件日期:2017-09-15
 
題 目:Sensible Functional Linear Discriminant Analysis

主講人:江其衽教授(中研院統計所)

時 間:106年9月15日(星期五)上午10:40-11:30
(上午10:20-10:40茶會於交大統計所428室舉行)
地 點:交大綜合一館427室



摘要

The focus of this work is to extend Fisher's linear discriminant analysis (LDA) to both densely recorded functional data and sparsely observed longitudinal data for general c-category classification problems. We propose an efficient approach to identify the optimal LDA projections in addition to managing the noninvertibility issue of the covariance operator emerging from this extension. A conditional expectation technique is employed to tackle the challenge of projecting sparse data to the LDA directions. We study the asymptotic properties of the proposed estimators and show that asymptotically perfect classification can be achieved in certain circumstances. The performance of this new approach is further demonstrated with numerical examples.






最後修改時間:2017-09-15 AM 11:05

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