Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models

Code

• github.com/keisuke6616/Distance-based-classifier-by-data-transformation-for-high-dimension-strongly-spiked-eigenvalue-mode
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Abstract

We consider classifiers for high-dimensional data under the strongly spiked eigenvalue (SSE) model. We first show that high-dimensional data often have the SSE model. We consider a distance-based classifier using eigenstructures for the SSE model. We apply the noise reduction methodology to estimation of the eigenvalues and eigenvectors in the SSE model. We create a new distance-based classifier by transforming data from the SSE model to the non-SSE model. We give simulation studies and discuss the performance of the new classifier. Finally, we demonstrate the new classifier by using microarray data sets.

Reproductions