Tagged Questions

6
votes
1answer
95 views

Generalization of multivariate normal distribution and classification

I am interested in a family of multivariate distributions that can be seen as a generalization of the multivariate normal distribution, insofar as they are defined by an expectation value $\vec \mu$ ...
1
vote
0answers
44 views

Model selection using multivariate normal as input and multivariate negative binomial as response?

I'm trying to determine a good model to use to predict multivariate count data given a row of multivariate normal as inputs. The training set is N*D and the response set is N*P, where N is the ...
1
vote
0answers
52 views

Tractability of mutual information-augmented ensemble classification algorithms

I am seeking to augment random forest classification using Shannon-Weaver mutual information as a metaheuristic to partition candidate datasets. Specifically, I am trying to determine if such an ...
3
votes
2answers
496 views

How to explain poor classification performance of recall when using SVM?

I applied SVM to perform the classification against several data sets. It turns out that the performance metric of recall is pretty bad for one data set. It has recall around 50% while other data sets ...
11
votes
2answers
233 views

Summary of “Large p, Small n” results

Can anybody point me to a survey paper on "Large $p$, Small $n$" results? I am interested in how this problem manifests itself in different research contexts, e.g. regression, classification, ...
3
votes
2answers
491 views

(Mahalanobis) distance to a multivariate distribution of which I have few sample points

Say I have a set of sample points generated by a multivariate normal distribution D whose parameters I don't know. I want to be able to measure the distance from an arbitrary point to the ...
12
votes
6answers
1k views

Variable selection procedure for binary classification

What are the variable/feature selection that you prefer for binary classification when there are many more variables/feature than observations in the learning set? The aim here is to discuss what is ...