Exponential bounds for regularized Hotelling's T2 statistic in high dimension.

El Mehdi Issouani Patrice Bertail Emmanuelle Gautherat

Published in: J. Multivar. Anal. (2024)

Keyphrases

high dimension
real valued
high dimensional
feature space
upper bound
small sample
feature selection
input space
lower bound
high dimensional data
support vector machine
lower dimension
least squares
worst case
low dimensional
image data
feature selection algorithms
data points
probability distribution
data mining