Report on Gaussian Mixtures available
trevor@research.att.com
trevor at research.att.com
Fri Mar 4 16:28:00 EST 1994
The following report is available via anonymous ftp.
FTP-host: research.att.com
FTP-filename: /dist/trevor/mda.ps.Z
Software for fitting these models in S will soon be available
from the S archive at statlib at lib.stat.cmu.edu.
Discriminant Analysis by Gaussian Mixtures
Trevor Hastie and Robert Tibshirani
Fisher-Rao linear discriminant analysis (LDA) is a valuable tool for
multigroup classification. LDA is equivalent to maximum likelihood
classification assuming Gaussian distributions for each class. In this
paper, we fit Gaussian mixtures to each class to facilitate effective
classification in non-normal settings, especially when the classes are
clustered. Low dimensional views are an important by-product of
LDA---our new techniques inherit this feature. We are able to control
the within-class spread of the subclass centers relative to the
between-class spread. Our technique for fitting these models permits a
natural blend with nonparametric versions of LDA.
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ftp> cd dist/trevor
ftp> binary
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ftp> quit
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