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DECISION THEORY CLASSIFICATION OF HIGH-DIMENSIONAL VECTORS BASED ON SMALL SAMPLES
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Title
DECISION
THEORY
CLASSIFICATION
OF
HIGH-DIMENSIONAL
VECTORS
BASED
ON
SMALL
SAMPLES
Author
Bradshaw, David
Keywords
Support Vector Machine
decision theory
posterior probabilities
matrix-variate normal
Abstract
In this
paper
,
we
review
existing
classification
techniques
and
suggest
an
entirely
new
procedure
for the
classification
of
high-dimensional
vectors
on the
basis
of a
few
training
samples.
The
proposed
method
is
based
on the
Bayesian
paradigm
and
provides
posterior
probabilities
that a
new
vector
belongs
to
each
of the
classes
,
therefore
it
adapts
naturally
to any
number
of
classes.
Our
classification
technique
is
based
on a
small
vector
which
is
related
to the
projection
of the
observation
onto the
space
spanned
by the
training
samples.
This
is
achieved
by
employing
matrix-variate
distributions
in
classification
,
which
is
an
entirely
new
idea.
In
addition
,
our
method
mimics
time-tested
classification
techniques
based
on the
assumption
of
normally
distributed
samples.
By
assuming
that the
samples
have a
matrix-variate
normal
distribution
,
we
are
able
to
replace
classification
on the
basis
of a
large
covariance
matrix
with
classification
on the
basis
of a
smaller
matrix
that
describes
the
relationship
of
sample
vectors
to
each
other.
Adviser
Pensky, Marianna
Publisher
University
of
Central
Florida
Degree
Ph.D.
Degree Discipline
Department of Mathematics
Degree Grantor
Arts and Sciences
Degree Program
Mathematics
Graduation Date
2005-12-01
Type
Doctoral dissertation
Access Level
Public - Allow Worldwide Access
Release Date
2006-01-09
Repository
University Archives
Repository Collection
Electronic Theses and Dissertations
Identifier
CFE0000753
Access Link
http://purl.fcla.edu/fcla/etd/CFE0000753
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