Generalized Quadratic Discriminant Analysis

Event Date: 

Wednesday, April 24, 2024 - 3:30pm to 4:45pm

Event Date Details: 

Wednesday April 24, 2024. 

Event Location: 

  • HSSB 1174

Event Price: 


Event Contact: 

Rita SahaRay 

Current: Visiting Professor,July 2022-June 2024: Department
of Statistics and Applied Probability, University of 
California, Santa Barbara,  USA
  • Seminar


In linear discriminant analysis, the assumption of equality of the dispersion matrices of different classes leads to a classification rule based on minimum Mahalanobis distance from the class centers. However, without this assumption, the resulting quadratic dis criminant classifier involves, in addition to the Mahalanobis distances, the ratio of the determinants of the dispersion matrices as a factor. In fact, it has been observed that, for discriminating between populations with underlying elliptically symmetric distributions, such classifiers also incorporate similar factors, apart from the Mahalanobis distances. 
In this paper, a nonparametric classification technique which generalizes discriminant analysis has been proposed. The method of cross-validation is used to make the technique adaptive to a given dataset. An extensive simulation study is presented to illustrate the potential of the method. Finally, through implementation on a number of real-life data sets, it has been demonstrated that the proposed Generalized Quadratic Discriminant Analysis (GQDA) compares very favourably with other nonparametric methods, and is computationally cost-effective. 
(Joint work with Smarajit Bose, Amita Pal and Jitadeepa Nayak)